+292.2%
QQQ vs DT
+100.3%
+191.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | -1.2% | +3.0% | -4.3% | -2.3% |
| 3M | -0.2% | +26.5% | -26.7% | -7.6% |
| 6M | +17.9% | +35.9% | -18.0% | +5.5% |
| YTD | +16.6% | +17.8% | -1.2% | +8.5% |
| 1Y | +23.0% | +4.1% | +18.9% | +18.6% |
| 3Y | +92.9% | +5.3% | +87.7% | +81.6% |
| 5Y | +95.6% | -27.2% | +122.8% | +94.0% |
| All | +292.2% | +100.3% | +191.9% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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