+181.9%
ORCL vs QQQM
+153.4%
+28.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.9% |
| 7D | +5.3% | +0.4% | +4.9% | +5.0% |
| 30D | +10.0% | +0.2% | +9.7% | +10.0% |
| 3M | -32.6% | -2.8% | -29.8% | -30.6% |
| 6M | +4.9% | +18.1% | -13.1% | -7.3% |
| YTD | -17.8% | +17.4% | -35.1% | -26.8% |
| 1Y | -28.0% | +25.7% | -53.7% | -39.0% |
| 3Y | +36.0% | +94.1% | -58.1% | -12.2% |
| 5Y | +88.7% | +94.9% | -6.1% | +17.1% |
| All | +181.9% | +153.4% | +28.5% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling