+122.8%
DAL vs QLD
+1,375.1%
-1,252.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.1% |
| 7D | +8.8% | -10.3% | +19.1% | +13.6% |
| 30D | +5.4% | -26.1% | +31.5% | +19.3% |
| 3M | -4.9% | -17.8% | +12.8% | +2.6% |
| 6M | +19.8% | -15.6% | +35.4% | +26.4% |
| YTD | +27.0% | +5.4% | +21.6% | +21.4% |
| 1Y | +52.5% | +5.2% | +47.2% | +45.5% |
| 3Y | +173.8% | +139.4% | +34.4% | +81.3% |
| 5Y | +104.5% | +66.7% | +37.8% | +46.0% |
| All | +122.8% | +1,375.1% | -1,252.3% | -41.1% |
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