+197.1%
XOM vs QLD
+1,536.4%
-1,339.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.3% | +0.5% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -3.2% | -15.7% | +12.5% | -0.6% |
| 3M | +5.0% | -10.0% | +15.0% | +6.2% |
| 6M | +12.9% | -11.2% | +24.1% | +13.3% |
| YTD | +41.3% | +16.4% | +25.0% | +33.3% |
| 1Y | +43.2% | +12.7% | +30.5% | +35.7% |
| 3Y | +77.3% | +152.3% | -75.0% | +34.5% |
| 5Y | +204.8% | +91.8% | +113.0% | +133.7% |
| 10Y | +197.1% | +1,520.2% | -1,323.1% | +22.0% |
| All | +197.1% | +1,536.4% | -1,339.3% | +22.0% |
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