+176.1%
QLD vs DT
+9.0%
+167.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | +0.6% | -3.3% | +3.9% | +1.9% |
| 30D | -0.1% | +2.0% | -2.2% | -1.2% |
| 3M | -8.4% | +20.0% | -28.4% | -16.3% |
| 6M | +32.2% | +39.3% | -7.1% | +9.4% |
| YTD | +28.9% | +19.8% | +9.2% | +16.2% |
| 1Y | +43.8% | +4.3% | +39.6% | +40.5% |
| All | +176.1% | +9.0% | +167.1% | +153.3% |
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