+9,127.5%
QLD vs DD
+248.7%
+8,878.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +0.6% | -3.5% | +4.1% | +3.3% |
| 30D | -0.1% | -10.3% | +10.2% | +8.2% |
| 3M | -8.4% | -7.5% | -0.8% | -2.9% |
| 6M | +32.2% | -8.0% | +40.2% | +39.8% |
| YTD | +28.9% | +10.5% | +18.4% | +17.9% |
| 1Y | +43.8% | +38.3% | +5.6% | +9.9% |
| 3Y | +176.6% | +42.5% | +134.1% | +101.5% |
| 5Y | +121.6% | +60.2% | +61.4% | +51.7% |
| 10Y | +1,652.9% | +68.9% | +1,584.1% | +955.0% |
| All | +9,127.5% | +248.7% | +8,878.8% | +3,786.5% |
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