+381.8%
DAL vs QLD
+5,355.1%
-4,973.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.7% | +8.4% | +2.3% |
| 7D | +4.6% | -18.6% | +23.1% | +15.8% |
| 30D | +2.3% | -28.3% | +30.6% | +20.9% |
| 3M | -8.1% | -20.4% | +12.3% | +2.6% |
| 6M | +21.4% | -14.3% | +35.7% | +28.2% |
| YTD | +24.3% | +2.8% | +21.6% | +18.8% |
| 1Y | +47.4% | -1.2% | +48.6% | +43.3% |
| 3Y | +164.6% | +135.3% | +29.3% | +56.5% |
| 5Y | +100.2% | +62.6% | +37.7% | +31.5% |
| 10Y | +124.9% | +1,384.3% | -1,259.4% | -68.6% |
| All | +381.8% | +5,355.1% | -4,973.3% | -76.3% |
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