+7.4%
DASH vs QLD
+121.5%
-114.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.9% |
| 7D | -10.6% | +0.6% | -11.1% | -11.0% |
| 30D | +2.2% | -0.1% | +2.3% | +1.8% |
| 3M | +32.3% | -8.4% | +40.6% | +36.6% |
| 6M | +19.1% | +32.2% | -13.1% | -7.2% |
| YTD | -6.5% | +28.9% | -35.4% | -26.0% |
| 1Y | -14.9% | +43.8% | -58.7% | -38.1% |
| 3Y | +151.9% | +176.6% | -24.7% | -1.8% |
| All | +7.4% | +121.5% | -114.1% | -52.9% |
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 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