+7.1%
QLD vs DT
-8.6%
+15.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -3.8% | -7.5% | +3.7% | -2.4% |
| 30D | -20.5% | -31.5% | +11.0% | -15.9% |
| 3M | -14.6% | -14.0% | -0.6% | -12.0% |
| 6M | -14.7% | +6.9% | -21.5% | -14.4% |
| YTD | +11.2% | +0.3% | +10.8% | +13.5% |
| 1Y | +7.1% | -6.9% | +14.0% | +11.9% |
| All | +7.1% | -8.6% | +15.7% | +11.9% |
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