+1,569.6%
QQQ vs UL
+540.5%
+1,029.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.5% | -1.3% | +2.8% | +2.0% |
| 30D | -0.6% | +0.9% | -1.6% | -1.0% |
| 3M | +0.4% | +14.2% | -13.8% | -4.7% |
| 6M | +20.1% | -3.2% | +23.2% | +20.3% |
| YTD | +17.2% | -0.3% | +17.5% | +16.0% |
| 1Y | +24.7% | -8.8% | +33.5% | +26.9% |
| 3Y | +96.2% | +23.9% | +72.3% | +75.9% |
| 5Y | +94.4% | +21.4% | +73.0% | +73.2% |
| 10Y | +556.7% | +66.7% | +490.0% | +410.4% |
| All | +1,569.6% | +540.5% | +1,029.1% | +818.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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