+1,468.9%
QLD vs DLR
+178.7%
+1,290.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +4.2% |
| 7D | -1.4% | +2.4% | -3.8% | -2.7% |
| 30D | -19.6% | +0.7% | -20.3% | -19.7% |
| 3M | -14.1% | -6.4% | -7.7% | -9.5% |
| 6M | -13.6% | -6.5% | -7.1% | -10.3% |
| YTD | +12.5% | +18.8% | -6.3% | -3.2% |
| 1Y | +13.1% | +9.0% | +4.1% | +3.9% |
| 3Y | +154.7% | +54.5% | +100.2% | +75.0% |
| 5Y | +81.1% | +35.8% | +45.2% | +36.4% |
| All | +1,468.9% | +178.7% | +1,290.2% | +704.4% |
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