+8,329.0%
QLD vs D
+341.7%
+7,987.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.6% | -1.5% |
| 7D | -9.4% | +8.5% | -17.9% | -15.1% |
| 30D | -17.1% | +14.3% | -31.4% | -25.8% |
| 3M | -10.4% | +1.8% | -12.2% | -12.5% |
| 6M | +0.7% | +13.0% | -12.3% | -10.9% |
| YTD | +17.7% | +22.7% | -5.0% | -3.4% |
| 1Y | +14.7% | +22.6% | -7.9% | -6.5% |
| 3Y | +169.6% | +84.2% | +85.4% | +42.3% |
| 5Y | +86.7% | +15.8% | +70.9% | +45.9% |
| 10Y | +1,600.8% | +45.8% | +1,555.0% | +837.9% |
| All | +8,329.0% | +341.7% | +7,987.3% | +1,039.9% |
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