+534.7%
QQQ vs O
+80.9%
+453.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | -6.7% | +7.1% | -13.9% | -8.7% |
| 3M | -7.0% | -5.2% | -1.8% | -5.7% |
| 6M | -4.7% | -1.8% | -2.9% | -4.7% |
| YTD | +11.1% | +9.1% | +2.0% | +7.2% |
| 1Y | +12.3% | +9.7% | +2.6% | +8.1% |
| 3Y | +83.3% | +39.1% | +44.2% | +60.9% |
| 5Y | +77.5% | +8.4% | +69.1% | +69.1% |
| All | +534.7% | +80.9% | +453.8% | +427.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling