-1.2%
QLD vs ALK
-4.4%
+3.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.2% | -9.5% | -11.6% |
| 7D | -18.6% | +7.1% | -25.6% | -20.4% |
| 30D | -28.3% | -3.0% | -25.3% | -27.5% |
| 3M | -20.4% | -25.6% | +5.3% | -12.0% |
| 6M | -14.3% | +0.5% | -14.8% | -15.4% |
| YTD | +2.8% | -23.1% | +25.8% | +6.4% |
| 1Y | -1.2% | -7.5% | +6.3% | -3.7% |
| All | -1.2% | -4.4% | +3.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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