+95.7%
QQQ vs DTE
+30.3%
+65.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -0.6% | -2.6% | +2.0% | -0.1% |
| 30D | -1.2% | -4.4% | +3.2% | -0.4% |
| 3M | -0.2% | -8.3% | +8.1% | +1.2% |
| 6M | +17.9% | -8.1% | +26.0% | +19.3% |
| YTD | +16.6% | +4.4% | +12.2% | +14.5% |
| 1Y | +23.0% | +0.2% | +22.8% | +21.8% |
| 3Y | +92.9% | +42.6% | +50.3% | +71.3% |
| All | +95.7% | +30.3% | +65.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling