+25.6%
QQQ vs DELL
+328.0%
-302.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +0.4% | +14.9% | -14.5% | -1.3% |
| 30D | +0.2% | +13.3% | -13.0% | -1.4% |
| 3M | -2.8% | +24.4% | -27.2% | -5.9% |
| 6M | +18.0% | +258.0% | -240.0% | +0.8% |
| YTD | +17.3% | +320.2% | -302.9% | -2.1% |
| 1Y | +25.6% | +319.1% | -293.5% | +7.1% |
| All | +25.6% | +328.0% | -302.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 1y: compounded portfolio wealth divided by compounded DELL 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…
1y analysis · Full analysis span regression · 6 months rolling