+237.1%
DIA vs QLD
+1,536.4%
-1,299.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.9% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | +1.3% | -15.7% | +17.0% | +6.1% |
| 3M | -2.1% | -10.0% | +8.0% | +0.4% |
| 6M | +6.2% | -11.2% | +17.5% | +8.2% |
| YTD | +10.3% | +16.4% | -6.0% | +2.5% |
| 1Y | +11.0% | +12.7% | -1.7% | +4.0% |
| 3Y | +60.4% | +152.3% | -91.9% | +10.8% |
| 5Y | +59.1% | +91.8% | -32.7% | +12.8% |
| 10Y | +237.1% | +1,520.2% | -1,283.2% | +6.7% |
| All | +237.1% | +1,536.4% | -1,299.3% | +6.7% |
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