+93.3%
QQQ vs DT
+6.3%
+87.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | +0.1% | -0.7% | -0.8% |
| 3M | +1.3% | +24.1% | -22.8% | -4.0% |
| 6M | +18.1% | +30.1% | -12.0% | +9.7% |
| YTD | +16.9% | +16.8% | +0.1% | +11.8% |
| 1Y | +24.0% | -0.1% | +24.1% | +24.3% |
| All | +93.3% | +6.3% | +87.1% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling