+464.5%
XOM vs QLD
+7,781.2%
-7,316.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -7.3% | -3.8% | -3.5% | -6.7% |
| 30D | -2.6% | -20.5% | +17.9% | +3.1% |
| 3M | +3.6% | -14.6% | +18.2% | +7.0% |
| 6M | +15.3% | -14.7% | +29.9% | +17.2% |
| YTD | +39.4% | +11.2% | +28.2% | +29.4% |
| 1Y | +43.2% | +7.1% | +36.1% | +34.0% |
| 3Y | +74.9% | +141.1% | -66.2% | +20.0% |
| 5Y | +201.3% | +84.3% | +117.0% | +106.1% |
| 10Y | +188.5% | +1,450.1% | -1,261.6% | -23.4% |
| All | +464.5% | +7,781.2% | -7,316.7% | -37.5% |
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 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