+1,569.6%
QQQ vs DD
+423.2%
+1,146.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | -0.6% | -7.4% | +6.8% | +2.0% |
| 3M | +0.4% | -6.4% | +6.9% | +2.6% |
| 6M | +20.1% | -2.5% | +22.5% | +20.5% |
| YTD | +17.2% | +10.2% | +7.0% | +12.2% |
| 1Y | +24.7% | +36.9% | -12.2% | +10.1% |
| 3Y | +96.2% | +47.0% | +49.2% | +65.4% |
| 5Y | +94.4% | +63.1% | +31.2% | +56.6% |
| 10Y | +556.7% | +68.2% | +488.5% | +388.5% |
| All | +1,569.6% | +423.2% | +1,146.3% | +683.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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