+1,315.8%
QLD vs DECK
+885.7%
+430.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.5% | -11.2% | -12.0% |
| 7D | -18.6% | +6.0% | -24.6% | -20.8% |
| 30D | -28.3% | +7.4% | -35.7% | -30.9% |
| 3M | -20.4% | -11.7% | -8.7% | -16.1% |
| 6M | -14.3% | -11.0% | -3.3% | -11.2% |
| YTD | +2.8% | -15.4% | +18.1% | +6.8% |
| 1Y | -1.2% | +7.2% | -8.5% | -9.6% |
| 3Y | +135.3% | -11.8% | +147.2% | +114.1% |
| 5Y | +62.6% | +24.3% | +38.2% | +17.8% |
| All | +1,315.8% | +885.7% | +430.1% | +447.8% |
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