+96.2%
QQQ vs DRI
+56.7%
+39.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | -0.6% | -0.4% | -0.3% | -0.7% |
| 3M | +0.4% | +9.5% | -9.1% | -1.5% |
| 6M | +20.1% | +6.5% | +13.6% | +18.2% |
| YTD | +17.2% | +18.4% | -1.2% | +12.4% |
| 1Y | +24.7% | +4.2% | +20.5% | +23.0% |
| 3Y | +96.2% | +57.1% | +39.1% | +74.3% |
| All | +96.2% | +56.7% | +39.5% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling