+143.3%
DELL vs QLD
+13.1%
+130.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -10.5% |
| 7D | -24.6% | -9.4% | -15.2% | -17.6% |
| 30D | -32.5% | -17.1% | -15.4% | -20.4% |
| 3M | -20.2% | -10.4% | -9.8% | -11.3% |
| 6M | +76.5% | +0.7% | +75.7% | +80.5% |
| YTD | +198.9% | +17.7% | +181.2% | +181.1% |
| 1Y | +143.3% | +14.7% | +128.7% | +133.9% |
| All | +143.3% | +13.1% | +130.2% | +133.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling