+95.7%
QQQ vs DE
+97.2%
-1.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -2.6% | +2.0% | +0.1% |
| 30D | -1.2% | +9.0% | -10.2% | -3.6% |
| 3M | -0.2% | +19.1% | -19.3% | -5.0% |
| 6M | +17.9% | +14.4% | +3.5% | +13.1% |
| YTD | +16.6% | +45.9% | -29.3% | +3.6% |
| 1Y | +23.0% | +43.6% | -20.6% | +9.5% |
| 3Y | +92.9% | +75.9% | +17.1% | +59.6% |
| All | +95.7% | +97.2% | -1.4% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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