+62.5%
DRAM vs QLD
+37.6%
+24.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -8.3% |
| 7D | -16.6% | -9.4% | -7.3% | -2.9% |
| 30D | -26.9% | -17.1% | -9.8% | -1.5% |
| 3M | -17.8% | -10.4% | -7.4% | -2.5% |
| 6M | +6.2% | +0.7% | +5.5% | +12.4% |
| All | +62.5% | +37.6% | +24.9% | +20.3% |
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