+1,628.2%
QLD vs DKS
+210.1%
+1,418.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +0.6% | +3.0% | -2.4% | -0.5% |
| 30D | -0.1% | -30.5% | +30.4% | +10.8% |
| 3M | -8.4% | -35.7% | +27.3% | +4.1% |
| 6M | +32.2% | -29.7% | +61.9% | +44.5% |
| YTD | +28.9% | -28.9% | +57.8% | +39.8% |
| 1Y | +43.8% | -35.9% | +79.7% | +61.4% |
| 3Y | +176.6% | +28.2% | +148.4% | +132.9% |
| 5Y | +121.6% | +11.8% | +109.7% | +85.6% |
| All | +1,628.2% | +210.1% | +1,418.2% | +773.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling