+1,418.0%
QLD vs JD
+31.7%
+1,386.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.3% | +7.8% |
| 7D | -1.4% | +7.9% | -9.3% | -4.8% |
| 30D | -19.6% | +4.8% | -24.3% | -21.5% |
| 3M | -14.1% | -13.9% | -0.2% | -9.4% |
| 6M | -13.6% | -5.8% | -7.8% | -12.8% |
| YTD | +12.5% | +2.4% | +10.1% | +9.2% |
| 1Y | +13.1% | -7.5% | +20.7% | +14.6% |
| 3Y | +154.7% | +20.9% | +133.8% | +106.2% |
| 5Y | +81.1% | -58.0% | +139.1% | +115.7% |
| 10Y | +1,418.0% | +28.9% | +1,389.1% | +823.7% |
| All | +1,418.0% | +31.7% | +1,386.3% | +823.7% |
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