+625.7%
DIA vs QLD
+7,183.5%
-6,557.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -12.7% | +9.2% | +1.0% |
| 7D | -1.6% | -18.6% | +16.9% | +5.4% |
| 30D | 0.0% | -28.3% | +28.2% | +11.7% |
| 3M | -4.9% | -20.4% | +15.4% | +2.1% |
| 6M | +5.0% | -14.3% | +19.3% | +8.5% |
| YTD | +8.2% | +2.8% | +5.4% | +4.1% |
| 1Y | +10.3% | -1.2% | +11.5% | +7.3% |
| 3Y | +58.4% | +135.3% | -77.0% | +6.8% |
| 5Y | +54.3% | +62.6% | -8.2% | +10.0% |
| 10Y | +248.6% | +1,384.3% | -1,135.7% | -9.7% |
| All | +625.7% | +7,183.5% | -6,557.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling