+600.1%
QQQ vs P
+504.9%
+95.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +2.1% |
| 7D | -0.3% | -9.6% | +9.4% | +1.8% |
| 30D | -9.6% | -33.4% | +23.9% | -1.5% |
| 3M | -5.9% | +14.2% | -20.1% | -10.4% |
| 6M | -4.3% | +31.6% | -35.9% | -13.0% |
| YTD | +11.0% | +53.5% | -42.5% | -3.8% |
| 1Y | +11.9% | +14.2% | -2.2% | +2.4% |
| 3Y | +86.7% | +190.5% | -103.8% | +27.8% |
| 5Y | +77.1% | +256.3% | -179.3% | +12.6% |
| 10Y | +517.9% | +707.9% | -190.0% | +221.3% |
| All | +600.1% | +504.9% | +95.2% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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