+59.4%
DUK vs QLD
+140.3%
-80.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.5% |
| 7D | +0.3% | -10.3% | +10.6% | -0.6% |
| 30D | +10.6% | -26.1% | +36.7% | +8.0% |
| 3M | +4.0% | -17.8% | +21.8% | +2.5% |
| 6M | +3.6% | -15.6% | +19.1% | +2.5% |
| YTD | +11.9% | +5.4% | +6.5% | +12.6% |
| 1Y | +6.7% | +5.2% | +1.4% | +7.5% |
| 3Y | +59.4% | +139.4% | -80.0% | +55.1% |
| All | +59.4% | +140.3% | -80.9% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling