+118.1%
DAL vs QLD
+1,338.5%
-1,220.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.7% | +8.4% | +1.1% |
| 7D | +4.6% | -18.6% | +23.1% | +13.7% |
| 30D | +2.3% | -28.3% | +30.6% | +17.3% |
| 3M | -8.1% | -20.4% | +12.3% | +0.6% |
| 6M | +21.4% | -14.3% | +35.7% | +27.2% |
| YTD | +24.3% | +2.8% | +21.6% | +20.1% |
| 1Y | +47.4% | -1.2% | +48.6% | +44.5% |
| 3Y | +164.6% | +135.3% | +29.3% | +76.5% |
| 5Y | +100.2% | +62.6% | +37.7% | +44.4% |
| All | +118.1% | +1,338.5% | -1,220.4% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling