+122.5%
QLD vs DHI
+60.0%
+62.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +1.9% | -2.3% | +4.2% | +3.1% |
| 30D | -1.8% | -5.3% | +3.5% | +0.7% |
| 3M | -0.1% | -7.8% | +7.7% | +3.4% |
| 6M | +32.6% | -5.4% | +37.9% | +34.3% |
| YTD | +27.9% | -2.7% | +30.6% | +26.0% |
| 1Y | +40.3% | -21.0% | +61.2% | +54.0% |
| 3Y | +182.5% | +22.2% | +160.3% | +99.9% |
| 5Y | +122.5% | +62.2% | +60.3% | +16.7% |
| All | +122.5% | +60.0% | +62.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling