+5.2%
QLD vs DRI
+30.3%
-25.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.5% |
| 7D | -10.3% | +2.8% | -13.1% | -10.1% |
| 30D | -26.1% | +13.3% | -39.3% | -25.7% |
| 3M | -17.8% | +8.2% | -25.9% | -17.4% |
| 6M | -15.6% | +17.5% | -33.1% | -15.6% |
| YTD | +5.4% | +26.9% | -21.5% | +5.6% |
| 1Y | +5.2% | +31.6% | -26.3% | +5.2% |
| All | +5.2% | +30.3% | -25.0% | +5.2% |
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 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