+4.8%
DASH vs QLD
+202.4%
-197.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| YTD | -12.3% | +17.7% | -30.1% | -27.1% |
| 1Y | -17.2% | +14.7% | -31.9% | -29.9% |
| 3Y | +114.7% | +169.6% | -54.9% | -15.9% |
| 5Y | -4.3% | +86.7% | -90.9% | -52.3% |
| All | +4.8% | +202.4% | -197.6% | -64.7% |
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