+7,443.4%
QLD vs DKS
+958.2%
+6,485.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -10.3% | -2.1% | -8.2% | -9.3% |
| 30D | -26.1% | +7.3% | -33.4% | -29.0% |
| 3M | -17.8% | -28.4% | +10.7% | -8.5% |
| 6M | -15.6% | -36.9% | +21.3% | -1.3% |
| YTD | +5.4% | -27.3% | +32.7% | +14.2% |
| 1Y | +5.2% | -33.2% | +38.5% | +18.4% |
| 3Y | +139.4% | +32.2% | +107.3% | +83.5% |
| 5Y | +66.7% | +22.3% | +44.4% | +25.7% |
| 10Y | +1,422.1% | +230.5% | +1,191.6% | +455.1% |
| All | +7,443.4% | +958.2% | +6,485.3% | +958.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling