+1,570.9%
QQQ vs ALL
+1,171.6%
+399.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +0.4% | 0.0% | +0.3% | +0.3% |
| 30D | +0.2% | -1.5% | +1.7% | +0.6% |
| 3M | -2.8% | +23.6% | -26.4% | -10.4% |
| 6M | +18.0% | +22.3% | -4.3% | +8.9% |
| YTD | +17.3% | +26.5% | -9.2% | +6.6% |
| 1Y | +25.6% | +27.0% | -1.4% | +13.5% |
| 3Y | +93.7% | +149.6% | -55.8% | +35.0% |
| 5Y | +94.2% | +118.1% | -23.9% | +38.7% |
| 10Y | +557.9% | +369.0% | +188.9% | +249.7% |
| All | +1,570.9% | +1,171.6% | +399.3% | +466.9% |
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