+704.4%
QLD vs DBX
+19.5%
+684.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +4.4% |
| 7D | -10.3% | -4.4% | -5.9% | -7.9% |
| 30D | -26.1% | +4.8% | -30.8% | -28.3% |
| 3M | -17.8% | +0.3% | -18.1% | -19.2% |
| 6M | -15.6% | +40.4% | -55.9% | -35.0% |
| YTD | +5.4% | +24.7% | -19.3% | -13.3% |
| 1Y | +5.2% | +20.9% | -15.7% | -12.5% |
| 3Y | +139.4% | +34.5% | +105.0% | +76.6% |
| 5Y | +66.7% | +24.6% | +42.1% | +31.4% |
| All | +704.4% | +19.5% | +684.8% | +424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling