-4.3%
DASH vs QLD
+90.1%
-94.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +7.1% |
| 7D | +17.2% | -9.4% | +26.6% | +24.6% |
| 30D | +3.6% | -17.1% | +20.6% | +16.4% |
| 3M | -1.9% | -10.4% | +8.5% | +3.9% |
| 6M | +15.1% | +0.7% | +14.3% | +8.0% |
| YTD | -12.3% | +17.7% | -30.1% | -27.2% |
| 1Y | -17.2% | +14.7% | -31.9% | -30.0% |
| 3Y | +114.7% | +169.6% | -54.9% | -17.6% |
| 5Y | -4.3% | +86.7% | -90.9% | -54.1% |
| All | -4.3% | +90.1% | -94.4% | -54.1% |
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