+91.3%
QQQ vs DG
+3.3%
+88.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | -1.3% | -6.3% | +5.0% | -1.3% |
| 30D | -1.4% | +2.4% | -3.8% | -1.3% |
| 3M | +2.3% | +12.4% | -10.1% | +2.3% |
| 6M | +16.9% | -14.9% | +31.8% | +16.6% |
| YTD | +15.6% | -6.1% | +21.7% | +15.5% |
| 1Y | +22.6% | +17.9% | +4.8% | +23.0% |
| All | +91.3% | +3.3% | +88.0% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling