+133.5%
QLD vs REPL
+37.4%
+96.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.2% | -9.5% | -12.7% |
| 7D | -18.6% | +15.1% | -33.7% | -18.8% |
| 30D | -28.3% | +51.1% | -79.4% | -29.0% |
| 3M | -20.4% | +69.2% | -89.6% | -21.4% |
| 6M | -14.3% | +597.6% | -611.8% | -19.0% |
| YTD | +2.8% | +106.0% | -103.2% | -1.8% |
| 1Y | -1.2% | +133.3% | -134.6% | -5.9% |
| All | +133.5% | +37.4% | +96.1% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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