+12.3%
QQQ vs DIA
+15.0%
-2.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | -1.9% |
| 7D | -4.6% | +1.6% | -6.2% | -6.0% |
| 30D | -8.5% | +4.1% | -12.6% | -12.0% |
| 3M | -4.3% | -1.0% | -3.3% | -3.3% |
| 6M | +3.1% | +9.7% | -6.6% | -5.7% |
| YTD | +13.0% | +12.2% | +0.9% | +0.6% |
| 1Y | +12.3% | +14.9% | -2.6% | -2.4% |
| All | +12.3% | +15.0% | -2.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling