+95.0%
QQQM vs DASH
+2.7%
+92.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +1.2% |
| 7D | +1.5% | -11.2% | +12.7% | +4.4% |
| 30D | -0.7% | -7.3% | +6.7% | +1.0% |
| 3M | +0.4% | +31.4% | -31.0% | -6.8% |
| 6M | +20.1% | +11.9% | +8.2% | +15.1% |
| YTD | +17.2% | -11.5% | +28.7% | +18.9% |
| 1Y | +24.7% | -20.0% | +44.8% | +28.6% |
| 3Y | +96.6% | +143.9% | -47.4% | +49.1% |
| 5Y | +95.0% | -0.2% | +95.3% | +52.9% |
| All | +95.0% | +2.7% | +92.4% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling