+1,561.5%
QQQ vs NYT
+208.6%
+1,352.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -1.2% | +4.6% | -5.8% | -2.5% |
| 3M | -0.2% | -9.6% | +9.4% | +1.8% |
| 6M | +17.9% | -14.0% | +31.9% | +21.6% |
| YTD | +16.6% | -2.8% | +19.5% | +16.0% |
| 1Y | +23.0% | +15.6% | +7.4% | +16.2% |
| 3Y | +92.9% | +56.3% | +36.6% | +65.0% |
| 5Y | +95.6% | +39.5% | +56.1% | +69.1% |
| 10Y | +570.4% | +488.0% | +82.3% | +271.3% |
| All | +1,561.5% | +208.6% | +1,352.9% | +1,010.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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