+67.2%
QLD vs DOW
-30.0%
+97.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.3% |
| 7D | -10.3% | -9.5% | -0.8% | -6.5% |
| 30D | -26.1% | +13.1% | -39.1% | -30.1% |
| 3M | -17.8% | +4.8% | -22.6% | -20.3% |
| 6M | -15.6% | -16.7% | +1.1% | -9.9% |
| YTD | +5.4% | +38.9% | -33.5% | -20.6% |
| 1Y | +5.2% | +48.3% | -43.1% | -24.5% |
| 3Y | +139.4% | -24.4% | +163.8% | +160.0% |
| All | +67.2% | -30.0% | +97.1% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling