+9,127.5%
QLD vs DRI
+1,100.4%
+8,027.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -8.4% | +13.0% | -21.4% | -16.1% |
| 6M | +32.2% | +8.3% | +23.9% | +23.7% |
| YTD | +28.9% | +20.6% | +8.3% | +12.1% |
| 1Y | +43.8% | +6.5% | +37.4% | +33.6% |
| 3Y | +176.6% | +53.7% | +122.9% | +100.8% |
| 5Y | +121.6% | +72.7% | +48.9% | +53.3% |
| 10Y | +1,652.9% | +363.2% | +1,289.8% | +444.3% |
| All | +9,127.5% | +1,100.4% | +8,027.1% | +1,102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling