+1,570.9%
QQQ vs O
+2,648.9%
-1,078.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +0.2% | -1.9% | +2.1% | +0.9% |
| 3M | -2.8% | +3.8% | -6.7% | -4.5% |
| 6M | +18.0% | -4.7% | +22.7% | +19.4% |
| YTD | +17.3% | +12.5% | +4.8% | +11.8% |
| 1Y | +25.6% | +10.8% | +14.8% | +20.1% |
| 3Y | +93.7% | +28.8% | +65.0% | +73.0% |
| 5Y | +94.2% | +13.2% | +81.0% | +81.1% |
| 10Y | +557.9% | +53.5% | +504.4% | +417.4% |
| All | +1,570.9% | +2,648.9% | -1,078.0% | +273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling