+748.7%
QLD vs DBX
+11.7%
+737.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -3.8% | -7.3% | +3.5% | +0.2% |
| 30D | -20.5% | -5.7% | -14.8% | -18.3% |
| 3M | -14.6% | -6.3% | -8.3% | -13.0% |
| 6M | -14.7% | +12.1% | -26.8% | -24.3% |
| YTD | +11.2% | +16.5% | -5.4% | -5.2% |
| 1Y | +7.1% | +6.1% | +1.0% | -3.4% |
| 3Y | +141.1% | +21.8% | +119.3% | +88.3% |
| 5Y | +84.3% | +19.1% | +65.2% | +48.8% |
| All | +748.7% | +11.7% | +737.0% | +473.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling