+9,127.5%
QLD vs D
+316.9%
+8,810.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +1.4% |
| 7D | +0.6% | +0.4% | +0.1% | +0.2% |
| 30D | -0.1% | -3.6% | +3.4% | +2.6% |
| 3M | -8.4% | -1.0% | -7.4% | -8.4% |
| 6M | +32.2% | +6.3% | +25.9% | +23.4% |
| YTD | +28.9% | +14.7% | +14.2% | +12.5% |
| 1Y | +43.8% | +16.9% | +26.9% | +22.2% |
| 3Y | +176.6% | +56.8% | +119.8% | +67.5% |
| 5Y | +121.6% | +5.2% | +116.4% | +88.3% |
| 10Y | +1,652.9% | +35.9% | +1,617.1% | +932.7% |
| All | +9,127.5% | +316.9% | +8,810.6% | +1,214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling