+202.1%
QLD vs AUR
-36.6%
+238.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.6% | +8.7% | -8.2% | -1.5% |
| 30D | -0.1% | -5.2% | +5.1% | +0.8% |
| 3M | -8.4% | -7.3% | -1.1% | -7.1% |
| 6M | +32.2% | +41.2% | -9.0% | +20.3% |
| YTD | +28.9% | +65.1% | -36.2% | +12.6% |
| 1Y | +43.8% | +13.4% | +30.4% | +35.8% |
| 3Y | +176.6% | +98.1% | +78.5% | +95.3% |
| 5Y | +121.6% | -36.0% | +157.6% | +67.4% |
| All | +202.1% | -36.6% | +238.7% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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