+1,426.4%
QQQ vs RF
+137.2%
+1,289.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -5.0% | -0.9% | -4.1% | -4.8% |
| 30D | -13.4% | +6.0% | -19.4% | -14.5% |
| 3M | -8.1% | -8.9% | +0.8% | -6.3% |
| 6M | -5.5% | +2.3% | -7.8% | -6.2% |
| YTD | +7.2% | +7.6% | -0.4% | +5.0% |
| 1Y | +7.8% | +21.2% | -13.4% | +2.8% |
| 3Y | +80.7% | +108.5% | -27.8% | +52.0% |
| 5Y | +69.6% | +43.2% | +26.4% | +52.4% |
| 10Y | +517.8% | +288.1% | +229.7% | +326.1% |
| All | +1,426.4% | +137.2% | +1,289.2% | +808.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling