+7,256.1%
QLD vs DD
+284.0%
+6,972.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.8% | -8.9% | -9.9% |
| 7D | -18.6% | +3.1% | -21.7% | -20.5% |
| 30D | -28.3% | +8.7% | -37.0% | -32.8% |
| 3M | -20.4% | -1.2% | -19.2% | -20.1% |
| 6M | -14.3% | -1.1% | -13.2% | -14.1% |
| YTD | +2.8% | +21.7% | -18.9% | -12.9% |
| 1Y | -1.2% | +24.0% | -25.3% | -17.6% |
| 3Y | +135.3% | +75.6% | +59.7% | +46.8% |
| 5Y | +62.6% | +58.2% | +4.4% | +12.5% |
| 10Y | +1,384.3% | +88.0% | +1,296.3% | +721.4% |
| All | +7,256.1% | +284.0% | +6,972.1% | +2,771.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling