+23.0%
QQQ vs O
+5.4%
+17.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | -0.6% | -2.9% | +2.3% | -1.3% |
| 30D | -1.2% | -4.5% | +3.3% | -2.3% |
| 3M | -0.2% | -2.6% | +2.4% | -0.9% |
| 6M | +17.9% | -5.6% | +23.5% | +16.9% |
| YTD | +16.6% | +9.3% | +7.4% | +16.1% |
| 1Y | +23.0% | +4.3% | +18.7% | +21.8% |
| All | +23.0% | +5.4% | +17.6% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling