+93.9%
QQQ vs O
+14.0%
+79.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -1.3% | -3.5% | +2.3% | -0.3% |
| 30D | -1.4% | -3.3% | +2.0% | -0.5% |
| 3M | +2.3% | -2.8% | +5.1% | +2.8% |
| 6M | +16.9% | -5.8% | +22.6% | +18.4% |
| YTD | +15.6% | +9.4% | +6.2% | +11.2% |
| 1Y | +22.6% | +5.7% | +17.0% | +19.2% |
| 3Y | +93.5% | +27.2% | +66.3% | +71.1% |
| 5Y | +93.9% | +17.2% | +76.7% | +81.5% |
| All | +93.9% | +14.0% | +79.9% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling