+882.3%
QLD vs DBX
+16.6%
+865.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +1.6% |
| 7D | +3.0% | -1.3% | +4.3% | +3.7% |
| 30D | -1.8% | -2.9% | +1.1% | -0.5% |
| 3M | -1.8% | +23.8% | -25.6% | -15.7% |
| 6M | +36.9% | +26.2% | +10.7% | +13.3% |
| YTD | +28.7% | +21.6% | +7.1% | +8.8% |
| 1Y | +41.9% | +11.4% | +30.4% | +25.5% |
| 3Y | +184.2% | +21.3% | +162.9% | +127.4% |
| 5Y | +122.1% | +6.7% | +115.5% | +92.3% |
| All | +882.3% | +16.6% | +865.7% | +557.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DBX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling