+240.2%
DIA vs QLD
+1,375.1%
-1,134.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | -0.9% | -10.3% | +9.3% | +2.2% |
| 30D | +0.3% | -26.1% | +26.3% | +9.5% |
| 3M | -4.5% | -17.8% | +13.2% | +0.7% |
| 6M | +3.4% | -15.6% | +18.9% | +6.9% |
| YTD | +7.8% | +5.4% | +2.4% | +3.3% |
| 1Y | +10.7% | +5.2% | +5.5% | +6.0% |
| 3Y | +57.5% | +139.4% | -81.9% | +10.6% |
| 5Y | +53.7% | +66.7% | -13.0% | +14.2% |
| All | +240.2% | +1,375.1% | -1,134.9% | +14.1% |
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