+1,502.1%
QLD vs DD
+97.1%
+1,405.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | +7.0% | +5.0% | +2.0% | +3.2% |
| 30D | -14.3% | +19.7% | -34.0% | -25.2% |
| 3M | -16.0% | +7.2% | -23.2% | -20.5% |
| 6M | -14.2% | +1.0% | -15.3% | -15.3% |
| YTD | +12.8% | +29.1% | -16.3% | -8.6% |
| 1Y | +14.1% | +28.5% | -14.4% | -7.3% |
| 3Y | +146.0% | +89.4% | +56.5% | +43.6% |
| 5Y | +82.0% | +67.1% | +14.9% | +18.3% |
| All | +1,502.1% | +97.1% | +1,405.0% | +844.0% |
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