+121.0%
QLD vs DE
+92.1%
+28.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +10.0% | -9.5% | -4.4% |
| 30D | -0.1% | +13.3% | -13.5% | -6.9% |
| 3M | -8.4% | +17.5% | -25.9% | -16.3% |
| 6M | +32.2% | +13.6% | +18.6% | +22.1% |
| YTD | +28.9% | +49.8% | -20.9% | 0.0% |
| 1Y | +43.8% | +47.9% | -4.0% | +11.7% |
| 3Y | +176.6% | +72.5% | +104.1% | +93.2% |
| All | +121.0% | +92.1% | +28.9% | +37.9% |
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 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