+176.1%
QLD vs D
+56.9%
+119.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.3% |
| 7D | +0.6% | +0.4% | +0.1% | +0.6% |
| 30D | -0.1% | -3.6% | +3.4% | -0.2% |
| 3M | -8.4% | -1.0% | -7.4% | -8.4% |
| 6M | +32.2% | +6.3% | +25.9% | +31.8% |
| YTD | +28.9% | +14.7% | +14.2% | +28.2% |
| 1Y | +43.8% | +16.9% | +26.9% | +42.7% |
| All | +176.1% | +56.9% | +119.2% | +155.5% |
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 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