+61.6%
DIA vs QLD
+178.0%
-116.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.2% | +0.6% | -0.7% | -0.3% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +3.8% | -8.4% | +12.1% | +5.3% |
| 6M | +10.3% | +32.2% | -21.9% | +1.1% |
| YTD | +12.1% | +28.9% | -16.8% | +3.3% |
| 1Y | +18.6% | +43.8% | -25.2% | +5.8% |
| All | +61.6% | +178.0% | -116.4% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling