+91.8%
QLD vs D
+13.0%
+78.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -15.7% | +9.0% | -24.7% | -17.3% |
| 3M | -10.0% | +1.0% | -11.0% | -10.3% |
| 6M | -11.2% | +11.0% | -22.2% | -13.8% |
| YTD | +16.4% | +19.8% | -3.4% | +10.4% |
| 1Y | +12.7% | +16.0% | -3.3% | +7.7% |
| 3Y | +152.3% | +74.4% | +77.9% | +99.4% |
| 5Y | +91.8% | +13.5% | +78.2% | +109.4% |
| All | +91.8% | +13.0% | +78.8% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling