+1,351.8%
QLD vs DRI
+367.2%
+984.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.0% |
| 7D | -10.3% | +2.8% | -13.1% | -11.5% |
| 30D | -26.1% | +13.3% | -39.3% | -30.7% |
| 3M | -17.8% | +8.2% | -25.9% | -21.6% |
| 6M | -15.6% | +17.5% | -33.1% | -23.6% |
| YTD | +5.4% | +26.9% | -21.5% | -9.2% |
| 1Y | +5.2% | +31.6% | -26.3% | -11.3% |
| 3Y | +139.4% | +67.0% | +72.5% | +74.9% |
| 5Y | +66.7% | +72.9% | -6.2% | +21.2% |
| All | +1,351.8% | +367.2% | +984.7% | +756.1% |
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