+1,351.8%
QLD vs D
+42.6%
+1,309.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -10.3% | +3.0% | -13.2% | -11.5% |
| 30D | -26.1% | +11.5% | -37.6% | -30.1% |
| 3M | -17.8% | +3.7% | -21.5% | -19.6% |
| 6M | -15.6% | +13.5% | -29.1% | -21.7% |
| YTD | +5.4% | +20.7% | -15.3% | -5.9% |
| 1Y | +5.2% | +18.2% | -13.0% | -5.3% |
| 3Y | +139.4% | +73.3% | +66.1% | +64.4% |
| 5Y | +66.7% | +12.3% | +54.4% | +51.2% |
| All | +1,351.8% | +42.6% | +1,309.3% | +1,115.0% |
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