+91.8%
QLD vs ALK
-28.7%
+120.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +5.3% |
| 7D | -1.2% | +2.6% | -3.8% | -2.2% |
| 30D | -15.7% | +7.8% | -23.5% | -19.4% |
| 3M | -10.0% | -15.2% | +5.2% | -3.0% |
| 6M | -11.2% | +5.0% | -16.3% | -16.0% |
| YTD | +16.4% | -18.4% | +34.8% | +22.7% |
| 1Y | +12.7% | -2.4% | +15.1% | +6.5% |
| 3Y | +152.3% | +19.8% | +132.5% | +77.9% |
| 5Y | +91.8% | -27.8% | +119.5% | +95.9% |
| All | +91.8% | -28.7% | +120.4% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling