+1,502.1%
QLD vs JD
+31.5%
+1,470.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.1% |
| 7D | +7.0% | -4.1% | +11.1% | +8.7% |
| 30D | -14.3% | +4.6% | -18.9% | -16.3% |
| 3M | -16.0% | -4.7% | -11.3% | -14.8% |
| 6M | -14.2% | -17.4% | +3.1% | -8.5% |
| YTD | +12.8% | +0.7% | +12.0% | +10.1% |
| 1Y | +14.1% | -5.9% | +19.9% | +14.6% |
| 3Y | +146.0% | +18.9% | +127.1% | +100.4% |
| 5Y | +82.0% | -62.9% | +145.0% | +133.2% |
| All | +1,502.1% | +31.5% | +1,470.7% | +885.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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