+67.2%
QLD vs DKS
+21.0%
+46.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -10.3% | -2.1% | -8.2% | -9.4% |
| 30D | -26.1% | +7.3% | -33.4% | -28.7% |
| 3M | -17.8% | -28.4% | +10.7% | -8.8% |
| 6M | -15.6% | -36.9% | +21.3% | -1.6% |
| YTD | +5.4% | -27.3% | +32.7% | +13.6% |
| 1Y | +5.2% | -33.2% | +38.5% | +17.9% |
| 3Y | +139.4% | +32.2% | +107.3% | +76.4% |
| All | +67.2% | +21.0% | +46.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling