+2,540.5%
QLD vs JD
+45.5%
+2,494.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.2% | +0.7% |
| 7D | -9.4% | +9.0% | -18.3% | -12.5% |
| 30D | -17.1% | +5.2% | -22.3% | -18.8% |
| 3M | -10.4% | -15.9% | +5.5% | -4.5% |
| 6M | +0.7% | -7.7% | +8.4% | +2.7% |
| YTD | +17.7% | +0.1% | +17.7% | +15.8% |
| 1Y | +14.7% | -9.7% | +24.4% | +17.6% |
| 3Y | +169.6% | +12.9% | +156.7% | +128.7% |
| 5Y | +86.7% | -60.6% | +147.2% | +126.0% |
| 10Y | +1,600.8% | +28.4% | +1,572.4% | +1,042.9% |
| All | +2,540.5% | +45.5% | +2,494.9% | +1,643.1% |
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 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