+1,469.9%
QQQ vs ALL
+1,179.2%
+290.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | -10.2% | +13.8% | -24.0% | -14.2% |
| 3M | -6.3% | -2.8% | -3.5% | -6.0% |
| 6M | -4.9% | +23.7% | -28.6% | -12.9% |
| YTD | +10.2% | +27.3% | -17.1% | -0.5% |
| 1Y | +8.8% | +30.5% | -21.8% | -2.8% |
| 3Y | +81.4% | +113.0% | -31.6% | +33.4% |
| 5Y | +78.5% | +157.6% | -79.1% | +19.7% |
| 10Y | +523.8% | +368.4% | +155.4% | +230.2% |
| All | +1,469.9% | +1,179.2% | +290.7% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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