+547.9%
QLD vs DT
+72.4%
+475.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.1% |
| 7D | -1.4% | -20.2% | +18.8% | +11.2% |
| 30D | -19.6% | -30.8% | +11.2% | -1.5% |
| 3M | -14.1% | -10.2% | -3.9% | -10.2% |
| 6M | -13.6% | +8.0% | -21.7% | -21.4% |
| YTD | +12.5% | +1.5% | +11.1% | +3.9% |
| 1Y | +13.1% | -6.9% | +20.0% | +9.9% |
| 3Y | +154.7% | -10.9% | +165.6% | +148.7% |
| 5Y | +81.1% | -42.2% | +123.3% | +117.4% |
| All | +547.9% | +72.4% | +475.5% | +292.1% |
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