+9,127.5%
QLD vs DAR
+1,374.9%
+7,752.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.2% |
| 30D | -0.1% | +12.8% | -12.9% | -6.2% |
| 3M | -8.4% | +7.4% | -15.7% | -12.2% |
| 6M | +32.2% | +22.3% | +9.9% | +18.2% |
| YTD | +28.9% | +81.1% | -52.2% | -4.5% |
| 1Y | +43.8% | +106.5% | -62.7% | -1.2% |
| 3Y | +176.6% | +5.3% | +171.3% | +144.1% |
| 5Y | +121.6% | -11.5% | +133.1% | +108.2% |
| 10Y | +1,652.9% | +353.3% | +1,299.6% | +603.7% |
| All | +9,127.5% | +1,374.9% | +7,752.6% | +1,843.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling