+10.7%
DIA vs QLD
+1.8%
+9.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | -0.9% | -10.3% | +9.3% | +1.1% |
| 30D | +0.3% | -26.1% | +26.3% | +6.1% |
| 3M | -4.5% | -17.8% | +13.2% | -1.2% |
| 6M | +3.4% | -15.6% | +18.9% | +4.9% |
| YTD | +7.8% | +5.4% | +2.4% | +1.6% |
| 1Y | +10.7% | +5.2% | +5.5% | +4.3% |
| All | +10.7% | +1.8% | +9.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling