+19.8%
DDOG vs QLD
+13.1%
+6.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.9% | -16.3% | -15.4% |
| 7D | -32.2% | -9.4% | -22.8% | -28.6% |
| 30D | -31.7% | -17.1% | -14.7% | -25.3% |
| 3M | -34.5% | -10.4% | -24.1% | -30.6% |
| 6M | +28.7% | +0.7% | +27.9% | +27.3% |
| YTD | +38.8% | +17.7% | +21.0% | +26.7% |
| 1Y | +19.8% | +14.7% | +5.1% | +9.4% |
| All | +19.8% | +13.1% | +6.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling