+691.6%
QLD vs DOW
-15.2%
+706.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | -2.6% | -2.4% | -0.2% | -1.5% |
| 30D | -3.3% | -4.1% | +0.8% | -1.6% |
| 3M | +1.8% | -12.4% | +14.2% | +7.2% |
| 6M | +29.7% | -10.6% | +40.4% | +30.1% |
| YTD | +25.1% | +31.1% | -6.0% | -1.9% |
| 1Y | +37.1% | +30.5% | +6.6% | +5.8% |
| 3Y | +176.3% | -34.4% | +210.7% | +216.1% |
| 5Y | +121.0% | -35.5% | +156.5% | +156.7% |
| All | +691.6% | -15.2% | +706.9% | +518.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DOW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling