+8.4%
QLD vs DTE
+4.3%
+4.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +7.4% |
| 7D | -1.4% | +1.8% | -3.3% | -1.1% |
| 30D | -19.6% | +9.0% | -28.6% | -17.1% |
| 3M | -14.1% | -0.2% | -14.0% | -14.3% |
| 6M | -13.6% | +0.1% | -13.7% | -14.4% |
| YTD | +12.5% | +10.0% | +2.6% | +12.5% |
| All | +8.4% | +4.3% | +4.1% | +10.9% |
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