+84.3%
QLD vs DT
-42.0%
+126.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -3.8% | -7.5% | +3.7% | +1.0% |
| 30D | -20.5% | -31.5% | +11.0% | -2.0% |
| 3M | -14.6% | -14.0% | -0.6% | -8.5% |
| 6M | -14.7% | +6.9% | -21.5% | -22.2% |
| YTD | +11.2% | +0.3% | +10.8% | +3.1% |
| 1Y | +7.1% | -6.9% | +14.0% | +4.3% |
| 3Y | +141.1% | -13.9% | +155.0% | +140.5% |
| 5Y | +84.3% | -39.9% | +124.2% | +112.5% |
| All | +84.3% | -42.0% | +126.3% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling