+542.4%
QQQ vs DRI
+330.2%
+212.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +6.4% | -0.3% | +6.7% | +6.4% |
| 30D | -7.5% | +10.8% | -18.3% | -9.8% |
| 3M | -4.8% | +0.9% | -5.7% | -5.3% |
| 6M | -2.5% | +16.3% | -18.8% | -6.7% |
| YTD | +12.4% | +27.8% | -15.4% | +4.5% |
| 1Y | +11.3% | +33.9% | -22.5% | +2.1% |
| 3Y | +85.0% | +67.2% | +17.8% | +58.0% |
| 5Y | +79.6% | +79.0% | +0.7% | +49.5% |
| All | +542.4% | +330.2% | +212.3% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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