+23.0%
QQQ vs DIA
+16.9%
+6.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.1% |
| 7D | -0.6% | -1.6% | +1.0% | +1.0% |
| 30D | -1.2% | -2.0% | +0.8% | +0.8% |
| 3M | -0.2% | +3.6% | -3.8% | -3.8% |
| 6M | +17.9% | +11.5% | +6.4% | +5.4% |
| YTD | +16.6% | +10.4% | +6.3% | +5.0% |
| 1Y | +23.0% | +15.6% | +7.4% | +5.3% |
| All | +23.0% | +16.9% | +6.1% | +5.3% |
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