+23.0%
QQQ vs DLR
+11.7%
+11.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -4.3% | +3.1% | -0.3% |
| 3M | -0.2% | +3.8% | -4.0% | -1.4% |
| 6M | +17.9% | +5.8% | +12.1% | +15.5% |
| YTD | +16.6% | +23.5% | -6.9% | +9.4% |
| 1Y | +23.0% | +11.1% | +11.9% | +18.4% |
| All | +23.0% | +11.7% | +11.3% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling