+163.9%
QQQ vs U
-29.6%
+193.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -2.0% |
| 7D | +3.6% | +2.6% | +1.1% | +3.2% |
| 30D | -6.7% | +27.6% | -34.3% | -10.8% |
| 3M | -7.0% | +15.3% | -22.4% | -9.8% |
| 6M | -4.7% | +96.4% | -101.1% | -15.9% |
| YTD | +11.1% | +19.6% | -8.5% | +3.9% |
| 1Y | +12.3% | +42.1% | -29.8% | +1.7% |
| 3Y | +83.3% | +87.5% | -4.2% | +47.6% |
| 5Y | +77.5% | -73.1% | +150.6% | +76.4% |
| All | +163.9% | -29.6% | +193.5% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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