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  • QLD vs DLR✓SelectedUSD · DLRQLD vs DLR performance historyLatest closeAs of+0.33%09/04
Stock and ETF performance explorer

QLD vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,127.5%
DLR return
+1,580.7%
Excess return
+7,546.8%
Maximum drawdown
-83.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
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