+9,127.5%
QLD vs DHI
+700.3%
+8,427.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.9% |
| 7D | +0.6% | -3.1% | +3.7% | +2.1% |
| 30D | -0.1% | -5.5% | +5.3% | +2.3% |
| 3M | -8.4% | -2.2% | -6.2% | -8.1% |
| 6M | +32.2% | -6.0% | +38.2% | +34.6% |
| YTD | +28.9% | 0.0% | +28.9% | +26.2% |
| 1Y | +43.8% | -18.2% | +62.1% | +53.4% |
| 3Y | +176.6% | +22.5% | +154.0% | +127.7% |
| 5Y | +121.6% | +58.4% | +63.2% | +62.6% |
| 10Y | +1,652.9% | +405.2% | +1,247.7% | +616.1% |
| All | +9,127.5% | +700.3% | +8,427.2% | +2,236.7% |
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 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