+121.0%
QLD vs DT
-27.0%
+148.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.3% |
| 7D | +0.6% | -3.3% | +3.9% | +2.4% |
| 30D | -0.1% | +2.0% | -2.2% | -1.8% |
| 3M | -8.4% | +20.0% | -28.4% | -19.2% |
| 6M | +32.2% | +39.3% | -7.1% | +2.7% |
| YTD | +28.9% | +19.8% | +9.2% | +9.6% |
| 1Y | +43.8% | +4.3% | +39.6% | +33.2% |
| 3Y | +176.6% | +7.7% | +168.9% | +144.7% |
| All | +121.0% | -27.0% | +148.0% | +107.9% |
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 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