+467.1%
DDOG vs QLD
+629.6%
-162.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -10.1% | +0.6% | -10.7% | -10.4% |
| 30D | -24.8% | -0.1% | -24.7% | -24.6% |
| 3M | -12.6% | -8.4% | -4.2% | -9.5% |
| 6M | +79.9% | +32.2% | +47.7% | +45.7% |
| YTD | +56.6% | +28.9% | +27.7% | +29.2% |
| 1Y | +61.6% | +43.8% | +17.7% | +23.1% |
| 3Y | +117.9% | +176.6% | -58.7% | +1.7% |
| 5Y | +54.2% | +121.6% | -67.3% | -20.4% |
| All | +467.1% | +629.6% | -162.5% | +21.4% |
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 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