+8.4%
QLD vs DKS
-31.4%
+39.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +6.2% |
| 7D | -1.4% | +3.8% | -5.3% | -1.8% |
| 30D | -19.6% | +8.1% | -27.7% | -20.4% |
| 3M | -14.1% | -28.6% | +14.5% | -9.9% |
| 6M | -13.6% | -33.6% | +20.0% | -8.4% |
| YTD | +12.5% | -23.8% | +36.3% | +13.6% |
| All | +8.4% | -31.4% | +39.8% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling