+23.0%
QQQ vs DELL
+359.9%
-337.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.1% | -0.5% |
| 7D | -0.6% | +8.2% | -8.8% | -1.5% |
| 30D | -1.2% | +17.1% | -18.3% | -3.2% |
| 3M | -0.2% | +45.2% | -45.4% | -4.9% |
| 6M | +17.9% | +286.8% | -268.9% | -0.4% |
| YTD | +16.6% | +354.8% | -338.1% | -3.8% |
| 1Y | +23.0% | +358.3% | -335.3% | +3.2% |
| All | +23.0% | +359.9% | -337.0% | +3.2% |
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