+482.7%
XOM vs QLD
+8,093.6%
-7,610.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.0% |
| 7D | +2.7% | +12.5% | -9.8% | -0.7% |
| 30D | -2.5% | -15.7% | +13.2% | +1.5% |
| 3M | +7.0% | -11.9% | +18.9% | +9.5% |
| 6M | +14.2% | -10.3% | +24.5% | +14.5% |
| YTD | +43.9% | +15.6% | +28.3% | +32.1% |
| 1Y | +47.9% | +12.1% | +35.8% | +36.6% |
| 3Y | +80.6% | +150.7% | -70.1% | +22.5% |
| 5Y | +212.8% | +86.6% | +126.2% | +113.7% |
| 10Y | +202.6% | +1,509.7% | -1,307.2% | -20.5% |
| All | +482.7% | +8,093.6% | -7,610.9% | -36.2% |
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