+1,631.1%
QLD vs JD
+25.4%
+1,605.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.4% |
| 7D | +0.6% | -1.7% | +2.2% | +1.3% |
| 30D | -0.1% | -13.2% | +13.0% | +5.5% |
| 3M | -8.4% | -3.2% | -5.2% | -7.8% |
| 6M | +32.2% | +15.2% | +17.0% | +22.7% |
| YTD | +28.9% | +2.0% | +26.9% | +25.9% |
| 1Y | +43.8% | -5.4% | +49.2% | +44.5% |
| 3Y | +176.6% | -9.1% | +185.7% | +156.6% |
| 5Y | +121.6% | -59.6% | +181.2% | +168.5% |
| All | +1,631.1% | +25.4% | +1,605.7% | +964.2% |
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