+185.3%
QLD vs DG
+12.2%
+173.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +0.6% | +8.4% | -7.8% | +0.6% |
| 30D | -0.1% | +4.9% | -5.1% | -0.1% |
| 3M | -8.4% | +29.3% | -37.7% | -8.3% |
| 6M | +32.2% | -11.3% | +43.5% | +31.5% |
| YTD | +28.9% | +1.8% | +27.1% | +28.8% |
| 1Y | +43.8% | +25.3% | +18.5% | +44.7% |
| All | +185.3% | +12.2% | +173.1% | +215.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling