+54.3%
DIA vs QLD
+61.4%
-7.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -12.7% | +9.2% | -0.3% |
| 7D | -1.6% | -18.6% | +16.9% | +3.3% |
| 30D | 0.0% | -28.3% | +28.2% | +8.2% |
| 3M | -4.9% | -20.4% | +15.4% | +0.1% |
| 6M | +5.0% | -14.3% | +19.3% | +7.5% |
| YTD | +8.2% | +2.8% | +5.4% | +5.2% |
| 1Y | +10.3% | -1.2% | +11.5% | +8.1% |
| 3Y | +58.4% | +135.3% | -77.0% | +19.9% |
| 5Y | +54.3% | +62.6% | -8.2% | +19.5% |
| All | +54.3% | +61.4% | -7.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling