+66.3%
QDPL vs SPY
+72.2%
-5.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -0.5% | -0.6% | +0.1% | 0.0% |
| 30D | -3.7% | -3.7% | 0.0% | -0.5% |
| 3M | -2.8% | -2.7% | 0.0% | -0.4% |
| 6M | +2.2% | +2.2% | 0.0% | +0.3% |
| YTD | +10.0% | +10.8% | -0.8% | +0.8% |
| 1Y | +10.7% | +11.2% | -0.5% | +1.2% |
| 3Y | +68.9% | +76.5% | -7.6% | +5.5% |
| 5Y | +66.3% | +72.9% | -6.7% | +4.9% |
| All | +66.3% | +72.2% | -5.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling