+391.0%
DDOG vs QLD
+558.6%
-167.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.3% | +0.4% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -35.8% | -15.7% | -20.1% | -28.4% |
| 3M | -25.3% | -10.0% | -15.3% | -20.1% |
| 6M | -8.9% | -11.2% | +2.4% | -4.0% |
| YTD | +35.6% | +16.4% | +19.2% | +19.3% |
| 1Y | -6.8% | +12.7% | -19.5% | -16.4% |
| 3Y | +77.9% | +152.3% | -74.4% | -12.1% |
| 5Y | -3.1% | +91.8% | -94.9% | -45.4% |
| All | +391.0% | +558.6% | -167.5% | +12.0% |
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