+14.7%
QLD vs DRI
+34.0%
-19.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +2.1% |
| 7D | -9.4% | +6.5% | -15.9% | -9.2% |
| 30D | -17.1% | +16.4% | -33.5% | -16.7% |
| 3M | -10.4% | +13.6% | -24.1% | -10.0% |
| 6M | +0.7% | +22.0% | -21.3% | +0.3% |
| YTD | +17.7% | +29.3% | -11.6% | +17.0% |
| 1Y | +14.7% | +32.0% | -17.4% | +13.5% |
| All | +14.7% | +34.0% | -19.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling