+5.2%
QLD vs ALLY
-1.7%
+6.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.4% |
| 7D | -10.3% | +0.9% | -11.2% | -10.7% |
| 30D | -26.1% | +3.1% | -29.1% | -27.2% |
| 3M | -17.8% | -12.6% | -5.2% | -12.0% |
| 6M | -15.6% | -12.4% | -3.1% | -9.9% |
| YTD | +5.4% | -13.2% | +18.5% | +11.9% |
| 1Y | +5.2% | +1.8% | +3.4% | -0.5% |
| All | +5.2% | -1.7% | +6.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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