+5.2%
QLD vs DD
+26.6%
-21.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -10.3% | +4.6% | -14.9% | -12.3% |
| 30D | -26.1% | +11.8% | -37.8% | -30.5% |
| 3M | -17.8% | +2.2% | -19.9% | -18.6% |
| 6M | -15.6% | -1.6% | -13.9% | -14.9% |
| YTD | +5.4% | +23.0% | -17.6% | -6.4% |
| 1Y | +5.2% | +26.9% | -21.7% | -7.9% |
| All | +5.2% | +26.6% | -21.4% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling