+2,204.4%
QLD vs JD
+50.3%
+2,154.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.3% | -16.0% | -14.0% |
| 7D | -18.6% | +11.7% | -30.3% | -22.3% |
| 30D | -28.3% | +8.1% | -36.4% | -30.7% |
| 3M | -20.4% | -12.0% | -8.4% | -16.8% |
| 6M | -14.3% | -3.5% | -10.8% | -14.3% |
| YTD | +2.8% | +3.3% | -0.6% | -0.4% |
| 1Y | -1.2% | -7.4% | +6.2% | 0.0% |
| 3Y | +135.3% | +16.6% | +118.7% | +96.6% |
| 5Y | +62.6% | -57.9% | +120.4% | +90.7% |
| 10Y | +1,384.3% | +32.6% | +1,351.7% | +882.5% |
| All | +2,204.4% | +50.3% | +2,154.1% | +1,398.4% |
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