+7,971.7%
QLD vs DHI
+718.7%
+7,253.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.8% |
| 7D | +7.0% | -4.1% | +11.1% | +9.1% |
| 30D | -14.3% | +9.3% | -23.6% | -18.9% |
| 3M | -16.0% | -2.6% | -13.4% | -16.2% |
| 6M | -14.2% | +4.1% | -18.3% | -17.7% |
| YTD | +12.8% | +2.3% | +10.5% | +7.7% |
| 1Y | +14.1% | +2.7% | +11.3% | +8.2% |
| 3Y | +146.0% | +23.2% | +122.8% | +99.8% |
| 5Y | +82.0% | +57.3% | +24.7% | +32.3% |
| 10Y | +1,470.1% | +497.8% | +972.4% | +487.1% |
| All | +7,971.7% | +718.7% | +7,253.0% | +1,895.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling