+5.2%
QLD vs DT
-8.7%
+14.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | -10.3% | -24.7% | +14.4% | -6.5% |
| 30D | -26.1% | -27.4% | +1.3% | -22.4% |
| 3M | -17.8% | -11.1% | -6.6% | -15.6% |
| 6M | -15.6% | +13.7% | -29.2% | -16.3% |
| YTD | +5.4% | +0.2% | +5.1% | +7.0% |
| 1Y | +5.2% | -5.7% | +10.9% | +8.1% |
| All | +5.2% | -8.7% | +14.0% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling