+447.3%
XOM vs QLD
+9,036.4%
-8,589.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.8% | +0.6% | +1.2% | +1.5% |
| 30D | +5.9% | -0.1% | +6.0% | +5.7% |
| 3M | +5.6% | -8.4% | +13.9% | +6.6% |
| 6M | +7.9% | +32.2% | -24.3% | -3.3% |
| YTD | +35.2% | +28.9% | +6.3% | +21.6% |
| 1Y | +46.0% | +43.8% | +2.2% | +26.2% |
| 3Y | +55.0% | +176.6% | -121.6% | +2.9% |
| 5Y | +246.3% | +121.6% | +124.7% | +126.0% |
| 10Y | +181.0% | +1,652.9% | -1,471.9% | -27.1% |
| All | +447.3% | +9,036.4% | -8,589.1% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling