+83.6%
QQQM vs DASH
+97.8%
-14.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.6% | -4.5% | +8.1% | +4.7% |
| 30D | -6.7% | -6.8% | +0.1% | -5.5% |
| 3M | -7.0% | -20.7% | +13.7% | -2.6% |
| 6M | -4.6% | +15.1% | -19.7% | -9.5% |
| YTD | +11.1% | -24.3% | +35.4% | +17.0% |
| 1Y | +12.3% | -12.1% | +24.5% | +12.8% |
| 3Y | +83.6% | +91.1% | -7.4% | +45.7% |
| All | +83.6% | +97.8% | -14.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 3y: compounded portfolio wealth divided by compounded DASH 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…
3y analysis · Full analysis span regression · 6 months rolling