+139.4%
QLD vs DLR
+44.1%
+95.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -10.3% | -3.6% | -6.7% | -7.6% |
| 30D | -26.1% | -3.5% | -22.6% | -23.9% |
| 3M | -17.8% | -8.9% | -8.8% | -12.2% |
| 6M | -15.6% | -11.6% | -4.0% | -8.7% |
| YTD | +5.4% | +14.9% | -9.5% | -6.8% |
| 1Y | +5.2% | +6.4% | -1.2% | -1.5% |
| 3Y | +139.4% | +47.3% | +92.2% | +72.5% |
| All | +139.4% | +44.1% | +95.3% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling