+77.5%
QQQ vs DIA
+57.3%
+20.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.4% |
| 7D | +3.6% | +2.1% | +1.5% | +1.0% |
| 30D | -6.7% | +1.5% | -8.2% | -8.3% |
| 3M | -7.0% | -2.4% | -4.6% | -4.2% |
| 6M | -4.7% | +6.0% | -10.6% | -11.2% |
| YTD | +11.1% | +10.1% | +1.0% | -1.5% |
| 1Y | +12.3% | +11.8% | +0.5% | -2.4% |
| 3Y | +83.3% | +59.7% | +23.6% | 0.0% |
| All | +77.5% | +57.3% | +20.2% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling