-10.3%
QLD vs DGX
+36.9%
-47.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.5% |
| 7D | +12.5% | +1.9% | +10.6% | +13.3% |
| 30D | -15.7% | +12.7% | -28.4% | -10.8% |
| 3M | -11.9% | +9.6% | -21.5% | -7.9% |
| 6M | -10.3% | +37.6% | -47.9% | +13.3% |
| All | -10.3% | +36.9% | -47.1% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling