+1,520.2%
QLD vs DRI
+339.9%
+1,180.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | -15.7% | +14.7% | -30.4% | -21.4% |
| 3M | -10.0% | +5.4% | -15.5% | -13.0% |
| 6M | -11.2% | +18.8% | -30.1% | -20.1% |
| YTD | +16.4% | +28.4% | -12.0% | -0.2% |
| 1Y | +12.7% | +37.7% | -25.0% | -7.1% |
| 3Y | +152.3% | +68.0% | +84.3% | +83.7% |
| 5Y | +91.8% | +78.8% | +13.0% | +37.3% |
| 10Y | +1,520.2% | +334.2% | +1,186.1% | +832.2% |
| All | +1,520.2% | +339.9% | +1,180.4% | +832.2% |
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