-5.2%
DASH vs QLD
+170.6%
-175.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -1.9% |
| 7D | +0.4% | -10.3% | +10.6% | +7.7% |
| 30D | -6.0% | -26.1% | +20.0% | +14.0% |
| 3M | -15.8% | -17.8% | +2.0% | -5.6% |
| 6M | +7.0% | -15.6% | +22.5% | +13.6% |
| YTD | -20.7% | +5.4% | -26.0% | -29.0% |
| 1Y | -8.5% | +5.2% | -13.8% | -18.5% |
| 3Y | +101.8% | +139.4% | -37.7% | -14.3% |
| 5Y | -9.6% | +66.7% | -76.3% | -51.5% |
| All | -5.2% | +170.6% | -175.8% | -65.6% |
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