+2,790.6%
QLD vs JD
+48.3%
+2,742.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.4% |
| 7D | +0.6% | -1.7% | +2.2% | +1.2% |
| 30D | -0.1% | -13.2% | +13.0% | +5.3% |
| 3M | -8.4% | -3.2% | -5.2% | -7.8% |
| 6M | +32.2% | +15.2% | +17.0% | +23.1% |
| YTD | +28.9% | +2.0% | +26.9% | +26.1% |
| 1Y | +43.8% | -5.4% | +49.2% | +44.6% |
| 3Y | +176.6% | -9.1% | +185.7% | +158.0% |
| 5Y | +121.6% | -59.6% | +181.2% | +164.2% |
| 10Y | +1,652.9% | +26.2% | +1,626.7% | +1,083.9% |
| All | +2,790.6% | +48.3% | +2,742.3% | +1,797.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling