+249.2%
DIA vs QLD
+1,646.9%
-1,397.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.2% | +0.6% | -0.7% | -0.4% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +3.8% | -8.4% | +12.1% | +5.5% |
| 6M | +10.3% | +32.2% | -21.9% | -0.6% |
| YTD | +12.1% | +28.9% | -16.8% | +1.7% |
| 1Y | +18.6% | +43.8% | -25.2% | +3.4% |
| 3Y | +60.6% | +176.6% | -116.0% | +8.3% |
| 5Y | +64.4% | +121.6% | -57.1% | +11.7% |
| All | +249.2% | +1,646.9% | -1,397.7% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling