+1,448.4%
QLD vs JD
+33.2%
+1,415.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.8% | +5.2% | -9.0% | -6.1% |
| 30D | -20.5% | +4.5% | -25.0% | -22.3% |
| 3M | -14.6% | -15.4% | +0.8% | -9.3% |
| 6M | -14.7% | -6.0% | -8.6% | -13.8% |
| YTD | +11.2% | +2.2% | +9.0% | +8.0% |
| 1Y | +7.1% | -6.7% | +13.8% | +8.0% |
| 3Y | +141.1% | +20.5% | +120.6% | +95.4% |
| 5Y | +84.3% | -58.4% | +142.7% | +120.7% |
| All | +1,448.4% | +33.2% | +1,415.1% | +845.5% |
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