+1,547.1%
QQQ vs DGX
+5,853.3%
-4,306.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.5% |
| 7D | -1.3% | -3.5% | +2.2% | -0.2% |
| 30D | -1.4% | -2.7% | +1.3% | -0.6% |
| 3M | +2.3% | +13.9% | -11.6% | -2.2% |
| 6M | +16.9% | +16.0% | +0.9% | +10.8% |
| YTD | +15.6% | +34.9% | -19.3% | +4.2% |
| 1Y | +22.6% | +30.6% | -7.9% | +11.3% |
| 3Y | +93.5% | +93.0% | +0.5% | +52.5% |
| 5Y | +93.9% | +64.4% | +29.5% | +59.5% |
| 10Y | +564.6% | +248.1% | +316.5% | +317.5% |
| All | +1,547.1% | +5,853.3% | -4,306.3% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling