+558.6%
QQQ vs DLR
+177.5%
+381.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -4.3% | +3.1% | +0.4% |
| 3M | -0.2% | +3.8% | -4.0% | -2.3% |
| 6M | +17.9% | +5.8% | +12.1% | +14.5% |
| YTD | +16.6% | +23.5% | -6.9% | +6.5% |
| 1Y | +23.0% | +11.1% | +11.9% | +16.7% |
| 3Y | +92.9% | +57.9% | +35.1% | +56.6% |
| 5Y | +95.6% | +44.0% | +51.6% | +60.7% |
| All | +558.6% | +177.5% | +381.1% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling