+9,127.5%
QLD vs DTE
+769.4%
+8,358.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.9% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | -0.1% | -2.6% | +2.4% | +2.0% |
| 3M | -8.4% | -3.9% | -4.5% | -6.4% |
| 6M | +32.2% | -7.9% | +40.1% | +38.9% |
| YTD | +28.9% | +7.2% | +21.7% | +17.8% |
| 1Y | +43.8% | +3.1% | +40.8% | +35.5% |
| 3Y | +176.6% | +47.6% | +129.0% | +77.6% |
| 5Y | +121.6% | +32.7% | +88.8% | +55.3% |
| 10Y | +1,652.9% | +138.8% | +1,514.2% | +509.1% |
| All | +9,127.5% | +769.4% | +8,358.1% | +552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling