+317.8%
QQQ vs DOW
-15.4%
+333.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.5% | -2.9% | +4.4% | +2.2% |
| 30D | -0.6% | +2.0% | -2.6% | -1.4% |
| 3M | +0.4% | -12.5% | +13.0% | +3.4% |
| 6M | +20.1% | -9.2% | +29.3% | +20.5% |
| YTD | +17.2% | +30.8% | -13.6% | +4.7% |
| 1Y | +24.7% | +29.4% | -4.7% | +10.7% |
| 3Y | +96.2% | -34.6% | +130.7% | +110.2% |
| 5Y | +94.4% | -35.9% | +130.3% | +107.4% |
| All | +317.8% | -15.4% | +333.2% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling