+38.0%
DELL vs QLD
-13.7%
+51.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +0.9% |
| 7D | -22.6% | -10.3% | -12.3% | -12.8% |
| 30D | -43.2% | -26.1% | -17.1% | -21.7% |
| 3M | -24.8% | -17.8% | -7.1% | -6.2% |
| 6M | +38.0% | -15.6% | +53.6% | +53.3% |
| All | +38.0% | -13.7% | +51.7% | +53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling