+83.3%
QQQ vs COMP
+423.6%
-340.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | -6.7% | +16.6% | -23.3% | -8.3% |
| 3M | -7.0% | -23.5% | +16.5% | -4.9% |
| 6M | -4.7% | +25.7% | -30.4% | -7.5% |
| YTD | +11.1% | -3.4% | +14.5% | +9.3% |
| 1Y | +12.3% | +7.6% | +4.7% | +9.4% |
| 3Y | +83.3% | +423.6% | -340.3% | +57.8% |
| All | +83.3% | +423.6% | -340.3% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling