+1,418.0%
QLD vs DD
+105.4%
+1,312.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.9% | +0.9% | +2.4% |
| 7D | -1.4% | +9.8% | -11.2% | -8.1% |
| 30D | -19.6% | +19.3% | -38.9% | -29.6% |
| 3M | -14.1% | +9.4% | -23.5% | -20.0% |
| 6M | -13.6% | +4.8% | -18.4% | -17.0% |
| YTD | +12.5% | +30.2% | -17.7% | -9.3% |
| 1Y | +13.1% | +32.2% | -19.1% | -10.0% |
| 3Y | +154.7% | +93.1% | +61.6% | +46.7% |
| 5Y | +81.1% | +68.0% | +13.1% | +17.3% |
| 10Y | +1,418.0% | +98.5% | +1,319.5% | +769.4% |
| All | +1,418.0% | +105.4% | +1,312.6% | +769.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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