+58.2%
QQQI vs DRI
+39.3%
+18.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | -0.3% | -7.8% | +7.5% | +0.7% |
| 3M | +1.3% | +0.4% | +1.0% | +1.1% |
| 6M | +11.5% | +4.8% | +6.7% | +10.3% |
| YTD | +11.3% | +16.7% | -5.4% | +7.8% |
| 1Y | +16.9% | +1.5% | +15.4% | +16.2% |
| All | +58.2% | +39.3% | +18.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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