+1,728.6%
QLD vs DGX
+244.3%
+1,484.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | -2.2% | +4.1% | +3.2% |
| 30D | -1.8% | -0.9% | -0.9% | -1.3% |
| 3M | -0.1% | +15.6% | -15.7% | -9.5% |
| 6M | +32.6% | +17.8% | +14.8% | +17.7% |
| YTD | +27.9% | +37.5% | -9.6% | +1.6% |
| 1Y | +40.3% | +31.2% | +9.1% | +13.9% |
| 3Y | +182.5% | +96.6% | +85.9% | +63.5% |
| 5Y | +122.5% | +64.9% | +57.6% | +45.8% |
| 10Y | +1,728.6% | +254.6% | +1,474.0% | +567.4% |
| All | +1,728.6% | +244.3% | +1,484.3% | +567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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