+1,631.1%
QLD vs DRI
+361.6%
+1,269.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | -0.1% | +3.8% | -4.0% | -2.3% |
| 3M | -8.4% | +13.0% | -21.4% | -14.9% |
| 6M | +32.2% | +8.3% | +23.9% | +25.1% |
| YTD | +28.9% | +20.6% | +8.3% | +14.5% |
| 1Y | +43.8% | +6.5% | +37.4% | +35.4% |
| 3Y | +176.6% | +53.7% | +122.9% | +111.5% |
| 5Y | +121.6% | +72.7% | +48.9% | +62.1% |
| All | +1,631.1% | +361.6% | +1,269.5% | +787.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling