+93.9%
QQQ vs RF
+89.8%
+4.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.4% | +1.3% | -1.0% | -0.1% |
| 30D | +0.2% | -3.6% | +3.8% | +1.4% |
| 3M | -2.8% | +8.1% | -10.9% | -5.5% |
| 6M | +18.0% | +11.5% | +6.5% | +13.3% |
| YTD | +17.3% | +15.6% | +1.7% | +10.9% |
| 1Y | +25.6% | +15.7% | +9.9% | +18.4% |
| 3Y | +93.7% | +86.9% | +6.8% | +51.9% |
| All | +93.9% | +89.8% | +4.1% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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