+133.5%
QLD vs D
+82.3%
+51.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.6% | -12.7% |
| 7D | -18.6% | +6.9% | -25.5% | -18.1% |
| 30D | -28.3% | +12.3% | -40.6% | -27.6% |
| 3M | -20.4% | +3.0% | -23.4% | -19.9% |
| 6M | -14.3% | +12.8% | -27.1% | -13.6% |
| YTD | +2.8% | +22.6% | -19.8% | +3.6% |
| 1Y | -1.2% | +21.7% | -22.9% | -0.4% |
| All | +133.5% | +82.3% | +51.3% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling