+121.0%
QLD vs DKS
+11.8%
+109.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +0.6% | +3.0% | -2.4% | -0.7% |
| 30D | -0.1% | -30.5% | +30.4% | +13.1% |
| 3M | -8.4% | -35.7% | +27.3% | +6.9% |
| 6M | +32.2% | -29.7% | +61.9% | +46.4% |
| YTD | +28.9% | -28.9% | +57.8% | +41.3% |
| 1Y | +43.8% | -35.9% | +79.7% | +64.6% |
| 3Y | +176.6% | +28.2% | +148.4% | +110.0% |
| All | +121.0% | +11.8% | +109.2% | +43.6% |
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 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