+9,127.5%
QLD vs DLR
+1,580.7%
+7,546.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.6% | +1.6% | -1.0% | -0.5% |
| 30D | -0.1% | -3.4% | +3.2% | +2.1% |
| 3M | -8.4% | +0.5% | -8.9% | -9.9% |
| 6M | +32.2% | +4.6% | +27.7% | +26.5% |
| YTD | +28.9% | +23.4% | +5.5% | +9.6% |
| 1Y | +43.8% | +19.0% | +24.8% | +24.7% |
| 3Y | +176.6% | +56.5% | +120.1% | +97.3% |
| 5Y | +121.6% | +33.3% | +88.2% | +76.1% |
| 10Y | +1,652.9% | +165.1% | +1,487.8% | +773.5% |
| All | +9,127.5% | +1,580.7% | +7,546.8% | +1,228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling