+72.9%
XOM vs QLD
+140.3%
-67.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | -11.4% | -10.3% | -1.2% | -11.4% |
| 30D | +1.1% | -26.1% | +27.2% | +1.0% |
| 3M | +7.8% | -17.8% | +25.6% | +7.7% |
| 6M | +13.0% | -15.6% | +28.6% | +12.6% |
| YTD | +40.6% | +5.4% | +35.2% | +38.2% |
| 1Y | +49.1% | +5.2% | +43.8% | +46.4% |
| 3Y | +72.9% | +139.4% | -66.5% | +57.7% |
| All | +72.9% | +140.3% | -67.4% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling