+154.7%
QLD vs DD
+90.7%
+64.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.9% | +0.9% | +2.9% |
| 7D | -1.4% | +9.8% | -11.2% | -7.3% |
| 30D | -19.6% | +19.3% | -38.9% | -28.5% |
| 3M | -14.1% | +9.4% | -23.5% | -19.2% |
| 6M | -13.6% | +4.8% | -18.4% | -16.5% |
| YTD | +12.5% | +30.2% | -17.7% | -7.1% |
| 1Y | +13.1% | +32.2% | -19.1% | -7.6% |
| 3Y | +154.7% | +93.1% | +61.6% | +47.3% |
| All | +154.7% | +90.7% | +64.1% | +47.3% |
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