+56.8%
QQQI vs DD
+68.9%
-12.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -1.0% | -2.9% | +1.9% | -0.1% |
| 30D | -0.6% | -11.5% | +10.9% | +3.2% |
| 3M | +3.4% | -5.4% | +8.8% | +5.0% |
| 6M | +10.6% | -6.9% | +17.5% | +12.5% |
| YTD | +10.3% | +6.9% | +3.4% | +6.7% |
| 1Y | +16.3% | +35.6% | -19.3% | +3.0% |
| All | +56.8% | +68.9% | -12.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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