+76.8%
QDPL vs SPY
+85.3%
-8.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.1% |
| 30D | -2.2% | -2.4% | +0.1% | -0.2% |
| 3M | -1.2% | -1.2% | -0.1% | -0.3% |
| 6M | +3.0% | +3.3% | -0.3% | +0.2% |
| YTD | +11.3% | +12.3% | -1.0% | +0.9% |
| 1Y | +11.8% | +12.4% | -0.6% | +1.3% |
| 3Y | +70.9% | +78.8% | -7.9% | +5.5% |
| 5Y | +68.1% | +75.2% | -7.1% | +5.0% |
| All | +76.8% | +85.3% | -8.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling