+1,631.1%
QLD vs D
+35.0%
+1,596.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +1.0% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | -0.1% | -3.6% | +3.4% | +1.6% |
| 3M | -8.4% | -1.0% | -7.4% | -8.3% |
| 6M | +32.2% | +6.3% | +25.9% | +26.8% |
| YTD | +28.9% | +14.7% | +14.2% | +18.4% |
| 1Y | +43.8% | +16.9% | +26.9% | +29.9% |
| 3Y | +176.6% | +56.8% | +119.8% | +100.3% |
| 5Y | +121.6% | +5.2% | +116.4% | +108.0% |
| All | +1,631.1% | +35.0% | +1,596.1% | +1,361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling