+95.7%
QQQ vs DELL
+1,152.3%
-1,056.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.1% | -1.7% |
| 7D | -0.6% | +8.2% | -8.8% | -2.4% |
| 30D | -1.2% | +17.1% | -18.3% | -5.0% |
| 3M | -0.2% | +45.2% | -45.4% | -9.4% |
| 6M | +17.9% | +286.8% | -268.9% | -17.7% |
| YTD | +16.6% | +354.8% | -338.1% | -22.8% |
| 1Y | +23.0% | +358.3% | -335.3% | -19.4% |
| 3Y | +92.9% | +724.9% | -632.0% | -3.7% |
| All | +95.7% | +1,152.3% | -1,056.5% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling