+566.7%
QLD vs DOW
-10.2%
+576.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.4% |
| 7D | -10.3% | -9.5% | -0.8% | -5.7% |
| 30D | -26.1% | +13.1% | -39.1% | -30.9% |
| 3M | -17.8% | +4.8% | -22.6% | -20.9% |
| 6M | -15.6% | -16.7% | +1.1% | -9.7% |
| YTD | +5.4% | +38.9% | -33.5% | -20.5% |
| 1Y | +5.2% | +48.3% | -43.1% | -24.3% |
| 3Y | +139.4% | -24.4% | +163.8% | +149.2% |
| 5Y | +66.7% | -29.2% | +95.9% | +83.4% |
| All | +566.7% | -10.2% | +576.9% | +401.2% |
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