+121.0%
QLD vs DLR
+33.9%
+87.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.6% | +1.6% | -1.0% | -0.6% |
| 30D | -0.1% | -3.4% | +3.2% | +2.4% |
| 3M | -8.4% | +0.5% | -8.9% | -10.1% |
| 6M | +32.2% | +4.6% | +27.7% | +25.5% |
| YTD | +28.9% | +23.4% | +5.5% | +6.6% |
| 1Y | +43.8% | +19.0% | +24.8% | +21.5% |
| 3Y | +176.6% | +56.5% | +120.1% | +82.0% |
| All | +121.0% | +33.9% | +87.2% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling