+176.1%
QLD vs ALK
+2.1%
+174.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | +0.6% | -0.7% | +1.2% | +0.8% |
| 30D | -0.1% | -19.2% | +19.1% | +8.3% |
| 3M | -8.4% | -1.5% | -6.8% | -8.7% |
| 6M | +32.2% | -13.1% | +45.3% | +36.4% |
| YTD | +28.9% | -16.4% | +45.3% | +33.9% |
| 1Y | +43.8% | -33.1% | +76.9% | +62.7% |
| All | +176.1% | +2.1% | +174.0% | +155.9% |
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