+102.1%
DASH vs QLD
+134.4%
-32.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.7% | +3.3% | -3.6% |
| 7D | +0.5% | -18.6% | +19.1% | +10.1% |
| 30D | -7.1% | -28.3% | +21.2% | +7.5% |
| 3M | -13.2% | -20.4% | +7.2% | -4.6% |
| 6M | +8.3% | -14.3% | +22.6% | +12.0% |
| YTD | -20.6% | +2.8% | -23.3% | -25.7% |
| 1Y | -24.4% | -1.2% | -23.2% | -27.7% |
| All | +102.1% | +134.4% | -32.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling