+7.1%
QLD vs DD
+33.0%
-25.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | -3.8% | +2.2% | -6.0% | -5.0% |
| 30D | -20.5% | +20.7% | -41.2% | -28.5% |
| 3M | -14.6% | +11.3% | -26.0% | -19.6% |
| 6M | -14.7% | +6.0% | -20.6% | -17.6% |
| YTD | +11.2% | +31.7% | -20.5% | -4.9% |
| 1Y | +7.1% | +32.2% | -25.1% | -8.4% |
| All | +7.1% | +33.0% | -25.9% | -8.4% |
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 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