+40.3%
QLD vs DTE
+4.6%
+35.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.9% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.8% | -0.5% | -1.3% | -1.9% |
| 3M | -0.1% | -6.0% | +5.9% | -2.3% |
| 6M | +32.6% | -7.2% | +39.8% | +30.1% |
| YTD | +27.9% | +7.2% | +20.7% | +26.1% |
| 1Y | +40.3% | +4.1% | +36.2% | +39.5% |
| All | +40.3% | +4.6% | +35.6% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling