+1,646.5%
QLD vs DTE
+138.6%
+1,507.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.7% |
| 7D | +3.0% | +0.9% | +2.1% | +2.4% |
| 30D | -1.8% | -1.9% | 0.0% | -0.8% |
| 3M | -1.8% | -3.3% | +1.5% | -0.5% |
| 6M | +36.9% | -7.1% | +44.0% | +41.2% |
| YTD | +28.7% | +8.1% | +20.6% | +20.0% |
| 1Y | +41.9% | +5.3% | +36.6% | +34.2% |
| 3Y | +184.2% | +48.2% | +136.0% | +105.4% |
| 5Y | +122.1% | +33.2% | +88.9% | +73.4% |
| 10Y | +1,646.5% | +137.5% | +1,509.0% | +832.3% |
| All | +1,646.5% | +138.6% | +1,507.9% | +832.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling