+7,956.4%
QLD vs DE
+2,490.7%
+5,465.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +4.6% |
| 7D | -1.4% | +3.5% | -5.0% | -3.7% |
| 30D | -19.6% | +11.3% | -30.9% | -25.9% |
| 3M | -14.1% | +11.6% | -25.8% | -22.2% |
| 6M | -13.6% | +20.9% | -34.5% | -26.9% |
| YTD | +12.5% | +49.7% | -37.1% | -21.5% |
| 1Y | +13.1% | +49.5% | -36.3% | -21.5% |
| 3Y | +154.7% | +94.7% | +60.0% | +39.5% |
| 5Y | +81.1% | +107.4% | -26.3% | -9.4% |
| 10Y | +1,418.0% | +793.2% | +624.8% | +119.2% |
| All | +7,956.4% | +2,490.7% | +5,465.8% | +365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling