+2,431.0%
QQQ vs GOOGL
+13,549.5%
-11,118.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +1.1% | +0.5% | +1.0% |
| 30D | -0.6% | -4.4% | +3.8% | +1.5% |
| 3M | +0.4% | -6.8% | +7.2% | +3.2% |
| 6M | +20.1% | +13.6% | +6.5% | +11.1% |
| YTD | +17.2% | +8.3% | +8.9% | +10.8% |
| 1Y | +24.7% | +44.9% | -20.3% | +1.5% |
| 3Y | +96.2% | +150.5% | -54.3% | +18.2% |
| 5Y | +94.4% | +137.7% | -43.3% | +18.1% |
| 10Y | +556.7% | +750.9% | -194.2% | +119.9% |
| All | +2,431.0% | +13,549.5% | -11,118.5% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOGL.
Daily Out/Under-Performance
Portfolio return minus GOOGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOGL 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 GOOGL 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