+5.2%
QLD vs ALK
-6.6%
+11.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -10.3% | +9.0% | -19.3% | -12.9% |
| 30D | -26.1% | -1.6% | -24.4% | -25.6% |
| 3M | -17.8% | -23.2% | +5.4% | -10.1% |
| 6M | -15.6% | -3.9% | -11.7% | -15.3% |
| YTD | +5.4% | -22.6% | +28.0% | +8.9% |
| 1Y | +5.2% | -5.3% | +10.6% | +3.0% |
| All | +5.2% | -6.6% | +11.8% | +3.0% |
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