+403.7%
DAL vs QLD
+6,150.7%
-5,747.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +6.2% |
| 7D | +11.1% | -9.4% | +20.5% | +16.7% |
| 30D | +7.7% | -17.1% | +24.8% | +18.3% |
| 3M | -3.5% | -10.4% | +6.9% | +1.6% |
| 6M | +31.3% | +0.7% | +30.6% | +27.9% |
| YTD | +30.0% | +17.7% | +12.2% | +16.1% |
| 1Y | +62.1% | +14.7% | +47.4% | +46.3% |
| 3Y | +176.6% | +169.6% | +7.0% | +53.0% |
| 5Y | +126.2% | +86.7% | +39.5% | +38.7% |
| 10Y | +135.1% | +1,600.8% | -1,465.7% | -69.3% |
| All | +403.7% | +6,150.7% | -5,747.0% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling