+1,570.9%
QQQ vs DRI
+3,119.9%
-1,548.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +0.2% | +3.8% | -3.6% | -0.9% |
| 3M | -2.8% | +13.0% | -15.8% | -6.4% |
| 6M | +18.0% | +8.3% | +9.7% | +14.8% |
| YTD | +17.3% | +20.6% | -3.3% | +10.5% |
| 1Y | +25.6% | +6.5% | +19.1% | +21.9% |
| 3Y | +93.7% | +53.7% | +40.0% | +68.2% |
| 5Y | +94.2% | +72.7% | +21.5% | +62.4% |
| 10Y | +557.9% | +363.2% | +194.7% | +284.6% |
| All | +1,570.9% | +3,119.9% | -1,548.9% | +481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling