+377.0%
DELL vs QLD
+140.3%
+236.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +1.6% |
| 7D | -22.6% | -10.3% | -12.3% | -14.9% |
| 30D | -43.2% | -26.1% | -17.1% | -26.5% |
| 3M | -24.8% | -17.8% | -7.1% | -10.3% |
| 6M | +38.0% | -15.6% | +53.6% | +60.8% |
| YTD | +163.7% | +5.4% | +158.4% | +158.0% |
| 1Y | +122.5% | +5.2% | +117.3% | +117.5% |
| 3Y | +377.0% | +139.4% | +237.5% | +168.2% |
| All | +377.0% | +140.3% | +236.6% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling