+3,642.4%
QQQ vs DKS
+5,981.0%
-2,338.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +1.0% |
| 7D | +1.5% | -0.4% | +2.0% | +1.6% |
| 30D | -0.6% | -36.6% | +36.0% | +8.3% |
| 3M | +0.4% | -37.6% | +38.0% | +9.5% |
| 6M | +20.1% | -32.1% | +52.1% | +27.9% |
| YTD | +17.2% | -32.3% | +49.5% | +24.7% |
| 1Y | +24.7% | -39.5% | +64.2% | +35.6% |
| 3Y | +96.2% | +27.7% | +68.5% | +73.9% |
| 5Y | +94.4% | +15.0% | +79.4% | +69.2% |
| 10Y | +556.7% | +192.6% | +364.1% | +309.4% |
| All | +3,642.4% | +5,981.0% | -2,338.6% | +1,145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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