+4,681.2%
DELL vs QLD
+1,651.7%
+3,029.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +14.9% | +0.6% | +14.3% | +14.7% |
| 30D | +13.3% | -0.1% | +13.4% | +13.7% |
| 3M | +24.4% | -8.4% | +32.8% | +30.2% |
| 6M | +258.0% | +32.2% | +225.8% | +213.1% |
| YTD | +320.2% | +28.9% | +291.3% | +272.5% |
| 1Y | +319.1% | +43.8% | +275.2% | +252.1% |
| 3Y | +706.5% | +176.6% | +529.9% | +408.2% |
| 5Y | +1,071.9% | +121.6% | +950.3% | +649.8% |
| 10Y | +4,683.5% | +1,652.9% | +3,030.6% | +1,020.4% |
| All | +4,681.2% | +1,651.7% | +3,029.6% | +1,021.3% |
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 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