+8,726.4%
QLD vs DG
+612.5%
+8,114.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.6% |
| 7D | -10.3% | +1.1% | -11.4% | -10.7% |
| 30D | -26.1% | +9.5% | -35.6% | -29.0% |
| 3M | -17.8% | +5.5% | -23.2% | -20.2% |
| 6M | -15.6% | +16.1% | -31.7% | -21.8% |
| YTD | +5.4% | +2.7% | +2.7% | +1.6% |
| 1Y | +5.2% | +42.1% | -36.9% | -11.6% |
| 3Y | +139.4% | +19.3% | +120.2% | +94.3% |
| 5Y | +66.7% | -35.3% | +102.1% | +83.4% |
| 10Y | +1,422.1% | +123.9% | +1,298.2% | +852.2% |
| All | +8,726.4% | +612.5% | +8,114.0% | +2,972.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling