+684.2%
QLD vs REPL
-6.0%
+690.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | +0.6% | -3.0% | +3.5% | +0.8% |
| 30D | -0.1% | +27.1% | -27.3% | -2.3% |
| 3M | -8.4% | +52.4% | -60.7% | -15.0% |
| 6M | +32.2% | +107.4% | -75.2% | +8.8% |
| YTD | +28.9% | +54.7% | -25.8% | +9.1% |
| 1Y | +43.8% | +158.9% | -115.0% | +8.3% |
| 3Y | +176.6% | -23.7% | +200.3% | +91.3% |
| 5Y | +121.6% | -54.3% | +175.9% | +63.2% |
| All | +684.2% | -6.0% | +690.2% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling