+67.2%
QLD vs DT
-43.6%
+110.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | -10.3% | -24.7% | +14.4% | +4.6% |
| 30D | -26.1% | -27.4% | +1.3% | -12.0% |
| 3M | -17.8% | -11.1% | -6.6% | -13.6% |
| 6M | -15.6% | +13.7% | -29.2% | -26.2% |
| YTD | +5.4% | +0.2% | +5.1% | -2.3% |
| 1Y | +5.2% | -5.7% | +10.9% | +1.4% |
| 3Y | +139.4% | -8.1% | +147.6% | +127.8% |
| All | +67.2% | -43.6% | +110.7% | +100.4% |
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