+8,329.0%
QLD vs DLR
+1,560.7%
+6,768.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.1% |
| 7D | -9.4% | +2.8% | -12.2% | -11.1% |
| 30D | -17.1% | +2.8% | -19.8% | -18.6% |
| 3M | -10.4% | -4.0% | -6.4% | -8.1% |
| 6M | +0.7% | -5.6% | +6.3% | +3.1% |
| YTD | +17.7% | +21.9% | -4.2% | +0.9% |
| 1Y | +14.7% | +13.0% | +1.7% | +3.4% |
| 3Y | +169.6% | +52.2% | +117.4% | +96.4% |
| 5Y | +86.7% | +40.3% | +46.3% | +43.8% |
| 10Y | +1,600.8% | +186.1% | +1,414.7% | +709.1% |
| All | +8,329.0% | +1,560.7% | +6,768.3% | +1,122.4% |
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 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