+152.2%
QLD vs DE
+89.5%
+62.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | +0.1% |
| 7D | +12.5% | +2.3% | +10.2% | +11.6% |
| 30D | -15.7% | +4.4% | -20.1% | -17.1% |
| 3M | -11.9% | +9.8% | -21.7% | -15.6% |
| 6M | -10.3% | +15.8% | -26.1% | -16.1% |
| YTD | +15.6% | +47.0% | -31.4% | -6.1% |
| 1Y | +12.1% | +42.8% | -30.7% | -7.8% |
| All | +152.2% | +89.5% | +62.7% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling