+59.3%
XOP vs QID
-100.0%
+159.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.9% |
| 7D | +5.2% | -11.8% | +17.0% | -0.7% |
| 30D | -8.4% | +14.2% | -22.6% | -1.9% |
| 3M | +2.9% | +8.8% | -5.8% | +7.7% |
| 6M | +8.8% | +1.5% | +7.3% | +10.7% |
| YTD | +46.9% | -23.8% | +70.7% | +30.0% |
| 1Y | +41.5% | -22.0% | +63.5% | +26.9% |
| 3Y | +43.1% | -71.9% | +115.0% | -15.0% |
| 5Y | +92.2% | -77.6% | +169.8% | +19.4% |
| 10Y | +52.3% | -99.1% | +151.4% | -78.2% |
| All | +59.3% | -100.0% | +159.2% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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