+1,631.1%
QLD vs DECK
+718.3%
+912.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.4% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | -0.1% | -13.6% | +13.5% | +6.7% |
| 3M | -8.4% | -21.2% | +12.9% | +1.5% |
| 6M | +32.2% | -21.1% | +53.3% | +45.4% |
| YTD | +28.9% | -17.2% | +46.1% | +35.8% |
| 1Y | +43.8% | -30.7% | +74.6% | +62.7% |
| 3Y | +176.6% | -3.4% | +180.0% | +137.7% |
| 5Y | +121.6% | +25.5% | +96.0% | +59.9% |
| All | +1,631.1% | +718.3% | +912.8% | +600.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling