+7.8%
QQQ vs COMP
+16.2%
-8.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.3% | +0.1% |
| 7D | -5.0% | +13.4% | -18.4% | -6.4% |
| 30D | -13.4% | +11.1% | -24.5% | -14.6% |
| 3M | -8.1% | -18.8% | +10.7% | -6.2% |
| 6M | -5.5% | +10.5% | -16.0% | -7.4% |
| YTD | +7.2% | -3.4% | +10.6% | +4.3% |
| 1Y | +7.8% | +19.7% | -11.9% | +1.1% |
| All | +7.8% | +16.2% | -8.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling