+5.2%
QLD vs DBX
+19.2%
-14.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.6% |
| 7D | -10.3% | -4.4% | -5.9% | -10.2% |
| 30D | -26.1% | +4.8% | -30.8% | -26.1% |
| 3M | -17.8% | +0.3% | -18.1% | -17.9% |
| 6M | -15.6% | +40.4% | -55.9% | -18.0% |
| YTD | +5.4% | +24.7% | -19.3% | +2.2% |
| 1Y | +5.2% | +20.9% | -15.7% | +2.0% |
| All | +5.2% | +19.2% | -14.0% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling