-62.3%
NKE vs QQQI
+57.7%
-119.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -4.2% | -0.3% | -3.8% | -4.0% |
| 30D | -8.2% | -0.3% | -7.9% | -8.1% |
| 3M | -19.1% | +1.3% | -20.4% | -20.1% |
| 6M | -32.6% | +11.5% | -44.1% | -37.8% |
| YTD | -40.7% | +11.3% | -52.0% | -45.2% |
| 1Y | -48.9% | +16.9% | -65.7% | -54.6% |
| All | -62.3% | +57.7% | -119.9% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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