+139.4%
QLD vs DT
-9.2%
+148.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | -10.3% | -24.7% | +14.4% | -0.3% |
| 30D | -26.1% | -27.4% | +1.3% | -16.5% |
| 3M | -17.8% | -11.1% | -6.6% | -14.7% |
| 6M | -15.6% | +13.7% | -29.2% | -23.1% |
| YTD | +5.4% | +0.2% | +5.1% | +1.8% |
| 1Y | +5.2% | -5.7% | +10.9% | +5.2% |
| 3Y | +139.4% | -8.1% | +147.6% | +142.1% |
| All | +139.4% | -9.2% | +148.7% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling