+715.6%
QLD vs DOW
-15.8%
+731.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +1.9% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | -0.1% | +0.4% | -0.5% | -1.0% |
| 3M | -8.4% | -14.4% | +6.0% | -2.3% |
| 6M | +32.2% | -7.0% | +39.2% | +29.3% |
| YTD | +28.9% | +30.2% | -1.3% | +1.4% |
| 1Y | +43.8% | +29.2% | +14.6% | +11.5% |
| 3Y | +176.6% | -36.7% | +213.3% | +223.5% |
| 5Y | +121.6% | -37.7% | +159.3% | +162.6% |
| All | +715.6% | -15.8% | +731.4% | +539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling