+294.1%
QQQ vs DT
+97.2%
+196.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.8% |
| 7D | +1.5% | -4.9% | +6.4% | +2.9% |
| 30D | -0.6% | +2.7% | -3.3% | -1.6% |
| 3M | +0.4% | +20.0% | -19.5% | -5.6% |
| 6M | +20.1% | +28.0% | -8.0% | +9.4% |
| YTD | +17.2% | +16.0% | +1.2% | +9.5% |
| 1Y | +24.7% | +0.7% | +24.0% | +21.3% |
| 3Y | +96.2% | +6.2% | +90.0% | +84.1% |
| 5Y | +94.4% | -28.1% | +122.5% | +93.6% |
| All | +294.1% | +97.2% | +196.9% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling