+12.9%
QLD vs DE
+46.1%
-33.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.6% |
| 7D | -1.2% | +2.3% | -3.4% | -1.5% |
| 30D | -15.7% | +9.3% | -25.1% | -16.6% |
| 3M | -10.0% | +12.2% | -22.2% | -11.4% |
| 6M | -11.2% | +18.1% | -29.3% | -13.0% |
| YTD | +16.4% | +49.8% | -33.4% | +15.6% |
| All | +12.9% | +46.1% | -33.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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