+141.3%
QLD vs COMP
-56.6%
+198.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.2% | -4.6% | -10.7% |
| 7D | -18.6% | -1.8% | -16.7% | -18.1% |
| 30D | -28.3% | -0.8% | -27.5% | -28.3% |
| 3M | -20.4% | -28.1% | +7.8% | -14.2% |
| 6M | -14.3% | +27.0% | -41.3% | -21.2% |
| YTD | +2.8% | -12.8% | +15.5% | +2.3% |
| 1Y | -1.2% | +4.9% | -6.1% | -6.3% |
| 3Y | +135.3% | +321.0% | -185.7% | +40.6% |
| 5Y | +62.6% | -25.6% | +88.2% | +32.0% |
| All | +141.3% | -56.6% | +198.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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