+153.5%
QQQM vs D
+4.2%
+149.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +0.2% | -2.6% | +2.8% | +0.5% |
| 3M | -2.8% | 0.0% | -2.8% | -2.9% |
| 6M | +18.1% | +7.4% | +10.7% | +16.8% |
| YTD | +17.4% | +15.9% | +1.5% | +14.9% |
| 1Y | +25.7% | +18.1% | +7.5% | +22.6% |
| 3Y | +94.1% | +58.4% | +35.7% | +78.0% |
| 5Y | +94.9% | +5.2% | +89.7% | +98.5% |
| All | +153.5% | +4.2% | +149.3% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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