+41.9%
QLD vs DE
+45.5%
-3.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.1% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | -1.8% | +9.6% | -11.5% | -3.2% |
| 3M | -1.8% | +19.0% | -20.8% | -3.9% |
| 6M | +36.9% | +16.1% | +20.8% | +33.4% |
| YTD | +28.7% | +47.0% | -18.3% | +25.5% |
| 1Y | +41.9% | +43.1% | -1.3% | +38.5% |
| All | +41.9% | +45.5% | -3.6% | +38.5% |
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