+65.2%
XOP vs QID
-100.0%
+165.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -1.0% |
| 7D | +2.6% | -0.6% | +3.2% | +2.2% |
| 30D | +15.4% | 0.0% | +15.4% | +15.5% |
| 3M | +12.1% | +3.7% | +8.3% | +14.7% |
| 6M | +19.7% | -29.9% | +49.5% | +1.0% |
| YTD | +52.4% | -28.8% | +81.2% | +29.9% |
| 1Y | +47.6% | -37.2% | +84.7% | +19.1% |
| 3Y | +34.4% | -73.7% | +108.1% | -22.8% |
| 5Y | +154.4% | -80.7% | +235.1% | +46.0% |
| 10Y | +54.7% | -99.1% | +153.8% | -78.5% |
| All | +65.2% | -100.0% | +165.2% | -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