+376.8%
DDOG vs QLD
+496.4%
-119.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.9% |
| 7D | -23.9% | -10.3% | -13.6% | -18.7% |
| 30D | -34.0% | -26.1% | -8.0% | -19.8% |
| 3M | -21.9% | -17.8% | -4.2% | -11.4% |
| 6M | +24.6% | -15.6% | +40.1% | +35.8% |
| YTD | +31.7% | +5.4% | +26.3% | +23.7% |
| 1Y | -6.2% | +5.2% | -11.4% | -11.8% |
| 3Y | +125.1% | +139.4% | -14.4% | +15.3% |
| 5Y | -3.5% | +66.7% | -70.2% | -40.7% |
| All | +376.8% | +496.4% | -119.6% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling