+315.8%
QQQ vs DOW
-17.0%
+332.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.4% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | -1.2% | -3.9% | +2.7% | -0.4% |
| 3M | -0.2% | -12.7% | +12.5% | +2.8% |
| 6M | +17.9% | -13.7% | +31.6% | +20.0% |
| YTD | +16.6% | +28.4% | -11.7% | +4.6% |
| 1Y | +23.0% | +21.8% | +1.2% | +11.2% |
| 3Y | +92.9% | -35.7% | +128.7% | +107.6% |
| 5Y | +95.6% | -36.8% | +132.4% | +109.3% |
| All | +315.8% | -17.0% | +332.7% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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