+133.5%
QLD vs ALK
+15.2%
+118.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.2% | -9.5% | -11.5% |
| 7D | -18.6% | +7.1% | -25.6% | -20.8% |
| 30D | -28.3% | -3.0% | -25.3% | -27.7% |
| 3M | -20.4% | -25.6% | +5.3% | -11.2% |
| 6M | -14.3% | +0.5% | -14.8% | -16.0% |
| YTD | +2.8% | -23.1% | +25.8% | +9.8% |
| 1Y | -1.2% | -7.5% | +6.3% | -2.7% |
| All | +133.5% | +15.2% | +118.3% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling