+8.4%
QLD vs DE
+49.1%
-40.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +6.4% |
| 7D | -1.4% | +3.5% | -5.0% | -1.8% |
| 30D | -19.6% | +11.3% | -30.9% | -20.6% |
| 3M | -14.1% | +11.6% | -25.8% | -15.4% |
| 6M | -13.6% | +20.9% | -34.5% | -15.5% |
| YTD | +12.5% | +49.7% | -37.1% | +11.9% |
| All | +8.4% | +49.1% | -40.7% | +7.5% |
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