+5.2%
QLD vs D
+19.8%
-14.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.0% |
| 7D | -10.3% | +3.0% | -13.2% | -9.3% |
| 30D | -26.1% | +11.5% | -37.6% | -23.1% |
| 3M | -17.8% | +3.7% | -21.5% | -16.1% |
| 6M | -15.6% | +13.5% | -29.1% | -12.3% |
| YTD | +5.4% | +20.7% | -15.3% | +13.1% |
| 1Y | +5.2% | +18.2% | -13.0% | +12.5% |
| All | +5.2% | +19.8% | -14.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling