+7.9%
DUK vs QLD
+9.9%
-2.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.6% | +1.2% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | +9.8% | -19.6% | +29.4% | +6.7% |
| 3M | +3.5% | -14.1% | +17.6% | +1.5% |
| 6M | +5.0% | -13.6% | +18.6% | +3.6% |
| YTD | +12.2% | +12.5% | -0.4% | +14.0% |
| All | +7.9% | +9.9% | -2.0% | +9.4% |
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