-3.6%
DDOG vs QLD
+80.9%
-84.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.6% |
| 7D | +2.9% | +7.0% | -4.1% | -2.3% |
| 30D | -31.6% | -14.3% | -17.3% | -23.7% |
| 3M | -27.0% | -16.0% | -11.0% | -17.5% |
| 6M | -10.3% | -14.2% | +3.9% | -2.9% |
| YTD | +35.4% | +12.8% | +22.7% | +18.9% |
| 1Y | -1.0% | +14.1% | -15.0% | -13.9% |
| 3Y | +76.7% | +146.0% | -69.3% | -25.0% |
| All | -3.6% | +80.9% | -84.5% | -48.4% |
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 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