+1,564.8%
QQQ vs DE
+6,754.8%
-5,190.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.0% | -3.0% | +4.0% | +2.1% |
| 30D | -0.6% | +11.1% | -11.8% | -4.5% |
| 3M | +1.3% | +17.6% | -16.3% | -4.8% |
| 6M | +18.1% | +13.6% | +4.5% | +11.8% |
| YTD | +16.9% | +46.3% | -29.4% | +0.4% |
| 1Y | +24.0% | +44.2% | -20.2% | +6.7% |
| 3Y | +95.6% | +76.6% | +19.0% | +53.9% |
| 5Y | +94.5% | +98.2% | -3.7% | +42.7% |
| 10Y | +571.7% | +863.5% | -291.8% | +164.5% |
| All | +1,564.8% | +6,754.8% | -5,190.0% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling