+1,315.8%
QLD vs D
+44.7%
+1,271.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.6% | -12.7% |
| 7D | -18.6% | +6.9% | -25.5% | -21.1% |
| 30D | -28.3% | +12.3% | -40.6% | -32.4% |
| 3M | -20.4% | +3.0% | -23.4% | -21.9% |
| 6M | -14.3% | +12.8% | -27.1% | -20.2% |
| YTD | +2.8% | +22.6% | -19.8% | -8.8% |
| 1Y | -1.2% | +21.7% | -22.9% | -12.4% |
| 3Y | +135.3% | +83.9% | +51.4% | +55.8% |
| 5Y | +62.6% | +14.0% | +48.6% | +46.5% |
| All | +1,315.8% | +44.7% | +1,271.1% | +1,077.0% |
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