+1,351.8%
QLD vs DG
+122.0%
+1,229.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.5% |
| 7D | -10.3% | +1.1% | -11.4% | -10.7% |
| 30D | -26.1% | +9.5% | -35.6% | -28.7% |
| 3M | -17.8% | +5.5% | -23.2% | -20.0% |
| 6M | -15.6% | +16.1% | -31.7% | -21.3% |
| YTD | +5.4% | +2.7% | +2.7% | +2.0% |
| 1Y | +5.2% | +42.1% | -36.9% | -10.6% |
| 3Y | +139.4% | +19.3% | +120.2% | +95.5% |
| 5Y | +66.7% | -35.3% | +102.1% | +96.3% |
| All | +1,351.8% | +122.0% | +1,229.8% | +901.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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