+141.1%
QLD vs DGX
+106.6%
+34.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.8% | +4.6% | -8.4% | -3.7% |
| 30D | -20.5% | +11.9% | -32.4% | -20.4% |
| 3M | -14.6% | +9.2% | -23.8% | -14.5% |
| 6M | -14.7% | +39.0% | -53.7% | -15.2% |
| YTD | +11.2% | +51.4% | -40.2% | +8.8% |
| 1Y | +7.1% | +42.6% | -35.5% | +5.8% |
| 3Y | +141.1% | +105.9% | +35.2% | +128.4% |
| All | +141.1% | +106.6% | +34.5% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling