+11.3%
QQQ vs DRI
+36.6%
-25.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +6.4% | -0.3% | +6.7% | +6.3% |
| 30D | -7.5% | +10.8% | -18.3% | -7.3% |
| 3M | -4.8% | +0.9% | -5.7% | -4.7% |
| 6M | -2.5% | +16.3% | -18.8% | -2.6% |
| YTD | +12.4% | +27.8% | -15.4% | +11.3% |
| 1Y | +11.3% | +33.9% | -22.5% | +9.4% |
| All | +11.3% | +36.6% | -25.3% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling