+82.4%
ORCL vs QQQM
+92.2%
-9.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.4% |
| 7D | -0.7% | -1.3% | +0.5% | +0.5% |
| 30D | +5.1% | -1.4% | +6.5% | +6.7% |
| 3M | -23.7% | +2.2% | -25.9% | -24.9% |
| 6M | +3.1% | +16.9% | -13.8% | -9.2% |
| YTD | -20.8% | +15.7% | -36.4% | -29.4% |
| 1Y | -52.9% | +22.7% | -75.6% | -59.9% |
| 3Y | +25.4% | +93.9% | -68.5% | -22.9% |
| 5Y | +82.4% | +94.6% | -12.1% | +13.2% |
| All | +82.4% | +92.2% | -9.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 5y: compounded portfolio wealth divided by compounded QQQM 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…
5y analysis · Full analysis span regression · 6 months rolling