+177.9%
XOM vs QLD
+1,636.2%
-1,458.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 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