+211.6%
XOM vs QLD
+80.9%
+130.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.6% |
| 7D | +2.8% | +7.0% | -4.2% | +2.4% |
| 30D | -3.6% | -14.3% | +10.7% | -2.8% |
| 3M | +8.2% | -16.0% | +24.2% | +9.2% |
| 6M | +14.0% | -14.2% | +28.3% | +14.5% |
| YTD | +44.6% | +12.8% | +31.8% | +40.9% |
| 1Y | +47.8% | +14.1% | +33.7% | +43.7% |
| 3Y | +79.6% | +146.0% | -66.4% | +55.7% |
| All | +211.6% | +80.9% | +130.7% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling