+1,785.8%
QQQ vs DG
+577.8%
+1,208.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.7% |
| 7D | +1.5% | -2.5% | +4.0% | +2.0% |
| 30D | -0.6% | +1.0% | -1.7% | -0.9% |
| 3M | +0.4% | +20.3% | -19.9% | -3.4% |
| 6M | +20.1% | -11.7% | +31.8% | +22.1% |
| YTD | +17.2% | -2.3% | +19.5% | +16.7% |
| 1Y | +24.7% | +20.0% | +4.7% | +18.6% |
| 3Y | +96.2% | +7.2% | +88.9% | +83.2% |
| 5Y | +94.4% | -37.9% | +132.3% | +107.2% |
| 10Y | +556.7% | +107.3% | +449.4% | +419.8% |
| All | +1,785.8% | +577.8% | +1,208.0% | +992.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling