+67.2%
QLD vs JD
-58.0%
+125.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | -10.3% | +13.4% | -23.6% | -13.7% |
| 30D | -26.1% | +7.7% | -33.8% | -27.8% |
| 3M | -17.8% | -11.3% | -6.5% | -15.2% |
| 6M | -15.6% | -5.1% | -10.4% | -15.1% |
| YTD | +5.4% | +5.0% | +0.3% | +2.5% |
| 1Y | +5.2% | -5.6% | +10.9% | +5.8% |
| 3Y | +139.4% | +17.8% | +121.7% | +111.4% |
| All | +67.2% | -58.0% | +125.1% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling