+141.1%
QLD vs DD
+94.8%
+46.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | -3.8% | +2.2% | -6.0% | -4.9% |
| 30D | -20.5% | +20.7% | -41.2% | -29.8% |
| 3M | -14.6% | +11.3% | -26.0% | -20.6% |
| 6M | -14.7% | +6.0% | -20.6% | -18.1% |
| YTD | +11.2% | +31.7% | -20.5% | -8.8% |
| 1Y | +7.1% | +32.2% | -25.1% | -12.5% |
| 3Y | +141.1% | +92.7% | +48.4% | +42.7% |
| All | +141.1% | +94.8% | +46.3% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling