+154.7%
QLD vs DRI
+70.6%
+84.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.4% |
| 7D | -1.4% | +3.1% | -4.5% | -2.3% |
| 30D | -19.6% | +16.2% | -35.8% | -23.2% |
| 3M | -14.1% | +8.4% | -22.5% | -16.5% |
| 6M | -13.6% | +19.0% | -32.6% | -19.3% |
| YTD | +12.5% | +28.8% | -16.3% | +0.7% |
| 1Y | +13.1% | +33.1% | -20.0% | -0.6% |
| 3Y | +154.7% | +70.8% | +83.9% | +103.7% |
| All | +154.7% | +70.6% | +84.1% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling