+365.0%
DDOG vs QLD
+481.6%
-116.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -12.7% | +5.2% | +0.6% |
| 7D | -34.3% | -18.6% | -15.8% | -25.2% |
| 30D | -37.2% | -28.3% | -9.0% | -22.3% |
| 3M | -38.3% | -20.4% | -18.0% | -28.5% |
| 6M | +19.8% | -14.3% | +34.1% | +29.1% |
| YTD | +28.4% | +2.8% | +25.6% | +22.6% |
| 1Y | +12.7% | -1.2% | +13.9% | +9.7% |
| 3Y | +112.8% | +135.3% | -22.5% | +10.2% |
| 5Y | -5.9% | +62.6% | -68.5% | -41.3% |
| All | +365.0% | +481.6% | -116.6% | +15.1% |
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