+558.6%
QQQ vs DG
+101.8%
+456.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.6% | -6.5% | +5.9% | +0.6% |
| 30D | -1.2% | +4.2% | -5.4% | -2.0% |
| 3M | -0.2% | +9.5% | -9.7% | -2.1% |
| 6M | +17.9% | -13.1% | +31.1% | +20.2% |
| YTD | +16.6% | -4.8% | +21.5% | +16.7% |
| 1Y | +23.0% | +20.6% | +2.4% | +17.2% |
| 3Y | +92.9% | +4.9% | +88.0% | +81.6% |
| 5Y | +95.6% | -37.9% | +133.5% | +114.2% |
| All | +558.6% | +101.8% | +456.8% | +441.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling