+558.6%
QQQ vs DGX
+255.3%
+303.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | -1.2% | -1.2% | -0.1% | -0.9% |
| 3M | -0.2% | +15.8% | -16.0% | -4.9% |
| 6M | +17.9% | +18.2% | -0.3% | +11.4% |
| YTD | +16.6% | +37.2% | -20.6% | +4.5% |
| 1Y | +23.0% | +30.4% | -7.4% | +11.7% |
| 3Y | +92.9% | +96.7% | -3.8% | +48.2% |
| 5Y | +95.6% | +67.2% | +28.4% | +57.6% |
| All | +558.6% | +255.3% | +303.2% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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