+81.1%
QLD vs DTE
+45.4%
+35.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +6.0% |
| 7D | -1.4% | +1.8% | -3.3% | -1.9% |
| 30D | -19.6% | +9.0% | -28.6% | -21.9% |
| 3M | -14.1% | -0.2% | -14.0% | -14.1% |
| 6M | -13.6% | +0.1% | -13.7% | -14.4% |
| YTD | +12.5% | +10.0% | +2.6% | +6.2% |
| 1Y | +13.1% | +4.7% | +8.5% | +9.3% |
| 3Y | +154.7% | +55.7% | +99.0% | +90.7% |
| 5Y | +81.1% | +45.1% | +35.9% | +54.1% |
| All | +81.1% | +45.4% | +35.7% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling