+630.6%
DELL vs QLD
+89.4%
+541.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.3% |
| 7D | +17.1% | +12.5% | +4.6% | +9.3% |
| 30D | -35.1% | -15.7% | -19.4% | -27.2% |
| 3M | -23.3% | -11.9% | -11.4% | -16.0% |
| 6M | +55.8% | -10.3% | +66.1% | +69.1% |
| YTD | +198.0% | +15.6% | +182.4% | +180.9% |
| 1Y | +166.6% | +12.1% | +154.4% | +155.7% |
| 3Y | +427.6% | +150.7% | +277.0% | +245.3% |
| 5Y | +630.6% | +86.6% | +544.0% | +372.6% |
| All | +630.6% | +89.4% | +541.2% | +372.6% |
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