+1,603.0%
QQQ vs DAL
+393.7%
+1,209.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.7% | +2.5% |
| 7D | -0.3% | +10.0% | -10.3% | -2.2% |
| 30D | -9.6% | +12.0% | -21.6% | -11.7% |
| 3M | -5.9% | +0.8% | -6.7% | -6.3% |
| 6M | -4.3% | +26.2% | -30.5% | -9.1% |
| YTD | +11.0% | +33.7% | -22.7% | +3.6% |
| 1Y | +11.9% | +57.6% | -45.6% | +1.0% |
| 3Y | +86.7% | +183.5% | -96.8% | +46.3% |
| 5Y | +77.1% | +114.2% | -37.1% | +44.2% |
| 10Y | +517.9% | +128.1% | +389.8% | +365.9% |
| All | +1,603.0% | +393.7% | +1,209.3% | +784.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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