+554.6%
QQQ vs DELL
+4,726.5%
-4,171.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +1.0% | +8.7% | -7.7% | -1.1% |
| 30D | -0.6% | +16.9% | -17.5% | -5.1% |
| 3M | +1.3% | +40.4% | -39.1% | -8.7% |
| 6M | +18.1% | +267.1% | -248.9% | -21.1% |
| YTD | +16.9% | +329.1% | -312.2% | -26.4% |
| 1Y | +24.0% | +346.9% | -322.9% | -23.6% |
| 3Y | +95.6% | +696.6% | -601.0% | -8.6% |
| 5Y | +94.5% | +1,106.2% | -1,011.7% | -24.5% |
| 10Y | +571.7% | +4,177.7% | -3,606.0% | +68.9% |
| All | +554.6% | +4,726.5% | -4,171.8% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling