+126.2%
DAL vs QLD
+90.1%
+36.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +6.3% |
| 7D | +11.1% | -9.4% | +20.5% | +16.2% |
| 30D | +7.7% | -17.1% | +24.8% | +17.4% |
| 3M | -3.5% | -10.4% | +6.9% | +1.1% |
| 6M | +31.3% | +0.7% | +30.6% | +28.1% |
| YTD | +30.0% | +17.7% | +12.2% | +17.0% |
| 1Y | +62.1% | +14.7% | +47.4% | +47.4% |
| 3Y | +176.6% | +169.6% | +7.0% | +63.5% |
| 5Y | +126.2% | +86.7% | +39.5% | +43.9% |
| All | +126.2% | +90.1% | +36.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling