+9,127.5%
QLD vs ALK
+383.2%
+8,744.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.4% |
| 7D | +0.6% | -0.7% | +1.2% | +0.8% |
| 30D | -0.1% | -19.2% | +19.1% | +9.8% |
| 3M | -8.4% | -1.5% | -6.8% | -8.8% |
| 6M | +32.2% | -13.1% | +45.3% | +37.2% |
| YTD | +28.9% | -16.4% | +45.3% | +34.9% |
| 1Y | +43.8% | -33.1% | +76.9% | +65.0% |
| 3Y | +176.6% | +0.6% | +176.0% | +147.0% |
| 5Y | +121.6% | -26.4% | +148.0% | +130.2% |
| 10Y | +1,652.9% | -34.2% | +1,687.1% | +1,543.6% |
| All | +9,127.5% | +383.2% | +8,744.3% | +2,740.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling