+240.9%
DIA vs QLD
+1,470.2%
-1,229.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +0.1% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +1.4% | -19.6% | +21.0% | +7.9% |
| 3M | -2.7% | -14.1% | +11.4% | +1.2% |
| 6M | +6.2% | -13.6% | +19.8% | +9.1% |
| YTD | +10.1% | +12.5% | -2.4% | +3.4% |
| 1Y | +13.0% | +13.1% | -0.1% | +5.7% |
| 3Y | +61.9% | +154.7% | -92.8% | +11.5% |
| 5Y | +57.1% | +81.1% | -24.0% | +13.6% |
| 10Y | +240.9% | +1,418.0% | -1,177.1% | +12.5% |
| All | +240.9% | +1,470.2% | -1,229.4% | +12.5% |
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