+1,570.9%
QQQ vs D
+973.8%
+597.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.4% | +1.5% | -1.1% | -0.1% |
| 30D | +0.2% | -2.6% | +2.8% | +1.1% |
| 3M | -2.8% | 0.0% | -2.8% | -3.0% |
| 6M | +18.0% | +7.4% | +10.6% | +14.6% |
| YTD | +17.3% | +15.9% | +1.4% | +10.9% |
| 1Y | +25.6% | +18.1% | +7.5% | +17.6% |
| 3Y | +93.7% | +58.4% | +35.4% | +59.7% |
| 5Y | +94.2% | +5.2% | +89.0% | +83.4% |
| 10Y | +557.9% | +35.9% | +522.0% | +444.8% |
| All | +1,570.9% | +973.8% | +597.2% | +851.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling