+123.4%
ORCL vs QQQM
+139.9%
-16.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | +8.0% | +3.6% | +4.4% | +4.8% |
| 30D | -4.0% | -6.7% | +2.7% | +2.5% |
| 3M | -19.5% | -7.0% | -12.4% | -13.4% |
| 6M | -33.5% | -4.6% | -28.9% | -29.5% |
| YTD | -34.8% | +11.1% | -45.9% | -38.7% |
| 1Y | -41.6% | +12.3% | -53.9% | -45.4% |
| 3Y | +13.8% | +83.6% | -69.9% | -22.3% |
| 5Y | +43.4% | +78.1% | -34.7% | -5.2% |
| All | +123.4% | +139.9% | -16.5% | +36.5% |
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