+93.9%
QQQ vs DG
-39.4%
+133.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -1.3% | -6.3% | +5.0% | -0.8% |
| 30D | -1.4% | +2.4% | -3.8% | -1.6% |
| 3M | +2.3% | +12.4% | -10.1% | +1.2% |
| 6M | +16.9% | -14.9% | +31.8% | +18.0% |
| YTD | +15.6% | -6.1% | +21.7% | +15.8% |
| 1Y | +22.6% | +17.9% | +4.8% | +20.4% |
| 3Y | +93.5% | +3.1% | +90.4% | +90.7% |
| 5Y | +93.9% | -38.7% | +132.6% | +114.3% |
| All | +93.9% | -39.4% | +133.3% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling