+121.0%
QLD vs DG
-35.0%
+156.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.6% | +8.4% | -7.8% | -0.6% |
| 30D | -0.1% | +4.9% | -5.1% | -0.9% |
| 3M | -8.4% | +29.3% | -37.7% | -12.1% |
| 6M | +32.2% | -11.3% | +43.5% | +33.9% |
| YTD | +28.9% | +1.8% | +27.1% | +27.8% |
| 1Y | +43.8% | +25.3% | +18.5% | +37.5% |
| 3Y | +176.6% | +9.1% | +167.5% | +166.4% |
| All | +121.0% | -35.0% | +156.0% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling