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  • XOM vs QLD✓SelectedUSD · QLDXOM vs QLD performance historyLatest closeAs of+0.75%09/08
Stock and ETF performance explorer

XOM vs QLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+177.9%
QLD return
+1,636.2%
Excess return
-1,458.3%
Maximum drawdown
-61.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioQLDExcessAlpha
1D+0.7%-0.2%+0.9%+0.8%
7D-2.4%+3.0%-5.3%-2.9%
30D+5.7%-1.8%+7.5%+5.9%
3M+6.6%-1.8%+8.4%+6.0%
6M+7.7%+36.9%-29.2%-0.7%
YTD+36.2%+28.7%+7.5%+26.9%
1Y+50.5%+41.9%+8.6%+36.6%
3Y+53.4%+184.2%-130.8%+13.9%
5Y+254.2%+122.1%+132.1%+163.7%
10Y+177.9%+1,646.5%-1,468.6%+4.3%
All+177.9%+1,636.2%-1,458.3%+4.3%

Cumulative growth

Daily Returns

Daily percentage return beside QLD.

Daily Out/Under-Performance

Portfolio return minus QLD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

10y analysis · Full analysis span regression · 6 months rolling