+1,564.8%
QQQ vs DTE
+1,128.0%
+436.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -0.5% | -0.1% | -0.5% |
| 3M | +1.3% | -6.0% | +7.3% | +3.4% |
| 6M | +18.1% | -7.2% | +25.3% | +20.8% |
| YTD | +16.9% | +7.2% | +9.7% | +12.9% |
| 1Y | +24.0% | +4.1% | +19.9% | +20.9% |
| 3Y | +95.6% | +46.9% | +48.7% | +63.8% |
| 5Y | +94.5% | +32.9% | +61.6% | +67.9% |
| 10Y | +571.7% | +144.5% | +427.2% | +330.7% |
| All | +1,564.8% | +1,128.0% | +436.8% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling