+86.6%
QLD vs DBX
+24.0%
+62.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | +12.5% | -6.3% | +18.8% | +16.7% |
| 30D | -15.7% | -5.9% | -9.8% | -12.9% |
| 3M | -11.9% | -0.4% | -11.6% | -13.8% |
| 6M | -10.3% | +29.8% | -40.1% | -29.4% |
| YTD | +15.6% | +20.5% | -4.9% | -6.0% |
| 1Y | +12.1% | +8.7% | +3.5% | -1.3% |
| 3Y | +150.7% | +25.9% | +124.7% | +70.8% |
| 5Y | +86.6% | +24.2% | +62.5% | +27.9% |
| All | +86.6% | +24.0% | +62.6% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling