+152.2%
QLD vs DKS
+40.7%
+111.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.2% |
| 7D | +12.5% | +3.3% | +9.2% | +11.3% |
| 30D | -15.7% | +5.9% | -21.6% | -17.6% |
| 3M | -11.9% | -27.4% | +15.5% | -4.0% |
| 6M | -10.3% | -32.6% | +22.3% | -0.3% |
| YTD | +15.6% | -24.8% | +40.4% | +21.5% |
| 1Y | +12.1% | -32.8% | +45.0% | +23.7% |
| All | +152.2% | +40.7% | +111.4% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling