+549.2%
QLD vs DT
+75.7%
+473.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.3% |
| 7D | +7.0% | +3.1% | +3.9% | +5.2% |
| 30D | -14.3% | -29.5% | +15.2% | +3.9% |
| 3M | -16.0% | -11.7% | -4.3% | -11.2% |
| 6M | -14.2% | +29.0% | -43.2% | -29.2% |
| YTD | +12.8% | +3.4% | +9.4% | +3.0% |
| 1Y | +14.1% | -4.2% | +18.3% | +9.1% |
| 3Y | +146.0% | -12.8% | +158.8% | +143.8% |
| 5Y | +82.0% | -39.6% | +121.6% | +113.2% |
| All | +549.2% | +75.7% | +473.5% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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