+1,351.8%
QLD vs JD
+31.9%
+1,319.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.9% |
| 7D | -10.3% | +13.4% | -23.6% | -15.0% |
| 30D | -26.1% | +7.7% | -33.8% | -28.5% |
| 3M | -17.8% | -11.3% | -6.5% | -14.2% |
| 6M | -15.6% | -5.1% | -10.4% | -15.0% |
| YTD | +5.4% | +5.0% | +0.3% | +1.3% |
| 1Y | +5.2% | -5.6% | +10.9% | +5.8% |
| 3Y | +139.4% | +17.8% | +121.7% | +96.7% |
| 5Y | +66.7% | -57.2% | +123.9% | +97.3% |
| All | +1,351.8% | +31.9% | +1,319.9% | +782.5% |
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