+33.3%
DRAM vs QLD
+20.0%
+13.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -12.7% | -5.2% | +1.7% |
| 7D | -28.5% | -18.6% | -9.9% | -1.5% |
| 30D | -37.8% | -28.3% | -9.5% | +5.5% |
| 3M | -31.1% | -20.4% | -10.7% | -1.8% |
| 6M | -20.0% | -14.3% | -5.8% | +8.1% |
| All | +33.3% | +20.0% | +13.3% | +22.4% |
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