+94.5%
QQQ vs DAR
-8.0%
+102.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | +7.4% | -8.1% | -2.2% |
| 3M | +1.3% | +15.7% | -14.4% | -2.0% |
| 6M | +18.1% | +30.0% | -11.9% | +11.2% |
| YTD | +16.9% | +87.5% | -70.6% | +1.7% |
| 1Y | +24.0% | +113.4% | -89.4% | +4.3% |
| 3Y | +95.6% | +15.3% | +80.3% | +85.2% |
| 5Y | +94.5% | -4.3% | +98.8% | +85.8% |
| All | +94.5% | -8.0% | +102.5% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling