+82.1%
QLD vs DE
+98.5%
-16.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | -14.3% | +3.6% | -17.9% | -15.8% |
| 3M | -16.0% | +10.2% | -26.2% | -20.8% |
| 6M | -14.2% | +16.6% | -30.8% | -21.9% |
| YTD | +12.8% | +45.8% | -33.1% | -11.9% |
| 1Y | +14.1% | +43.9% | -29.8% | -10.6% |
| 3Y | +146.0% | +89.6% | +56.4% | +59.9% |
| All | +82.1% | +98.5% | -16.4% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling