+141.1%
QLD vs JD
+21.0%
+120.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.8% | +5.2% | -9.0% | -5.0% |
| 30D | -20.5% | +4.5% | -25.0% | -21.5% |
| 3M | -14.6% | -15.4% | +0.8% | -11.6% |
| 6M | -14.7% | -6.0% | -8.6% | -14.1% |
| YTD | +11.2% | +2.2% | +9.0% | +9.6% |
| 1Y | +7.1% | -6.7% | +13.8% | +7.7% |
| 3Y | +141.1% | +20.5% | +120.6% | +133.1% |
| All | +141.1% | +21.0% | +120.1% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling