+12.7%
QLD vs DGX
+42.2%
-29.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.7% |
| 7D | -1.2% | +1.2% | -2.4% | -0.9% |
| 30D | -15.7% | +11.2% | -26.9% | -12.6% |
| 3M | -10.0% | +9.3% | -19.4% | -7.2% |
| 6M | -11.2% | +37.4% | -48.6% | -0.6% |
| YTD | +16.4% | +51.6% | -35.2% | +34.8% |
| 1Y | +12.7% | +39.3% | -26.6% | +27.3% |
| All | +12.7% | +42.2% | -29.5% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling