+1,542.6%
QLD vs DAR
+307.1%
+1,235.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.7% |
| 7D | +12.5% | +9.2% | +3.3% | +8.1% |
| 30D | -15.7% | -12.3% | -3.4% | -10.4% |
| 3M | -11.9% | -12.7% | +0.8% | -7.1% |
| 6M | -10.3% | -12.8% | +2.5% | -6.0% |
| YTD | +15.6% | +53.8% | -38.2% | -8.9% |
| 1Y | +12.1% | +60.3% | -48.1% | -13.7% |
| 3Y | +150.7% | +31.7% | +118.9% | +94.8% |
| 5Y | +86.6% | -27.7% | +114.4% | +96.6% |
| All | +1,542.6% | +307.1% | +1,235.5% | +519.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling