+1,502.1%
QLD vs DLR
+188.2%
+1,314.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.0% |
| 7D | +7.0% | +3.3% | +3.7% | +4.5% |
| 30D | -14.3% | +4.6% | -18.9% | -16.8% |
| 3M | -16.0% | -8.3% | -7.7% | -10.1% |
| 6M | -14.2% | -5.6% | -8.6% | -11.6% |
| YTD | +12.8% | +18.7% | -6.0% | -3.0% |
| 1Y | +14.1% | +17.1% | -3.0% | -0.9% |
| 3Y | +146.0% | +54.4% | +91.6% | +68.9% |
| 5Y | +82.0% | +36.5% | +45.5% | +36.5% |
| All | +1,502.1% | +188.2% | +1,314.0% | +713.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling