+184.2%
QLD vs DGX
+96.8%
+87.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | -1.8% | -1.2% | -0.6% | -1.8% |
| 3M | -1.8% | +19.9% | -21.7% | -2.0% |
| 6M | +36.9% | +19.2% | +17.7% | +36.6% |
| YTD | +28.7% | +37.5% | -8.8% | +26.1% |
| 1Y | +41.9% | +31.3% | +10.6% | +39.7% |
| 3Y | +184.2% | +96.6% | +87.6% | +184.5% |
| All | +184.2% | +96.8% | +87.4% | +184.5% |
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