+147.8%
QQQM vs DASH
+16.3%
+131.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.2% |
| 7D | +0.4% | -10.6% | +10.9% | +2.7% |
| 30D | +0.2% | +2.2% | -1.9% | -0.4% |
| 3M | -2.8% | +32.3% | -35.1% | -9.0% |
| 6M | +18.1% | +19.1% | -1.0% | +12.4% |
| YTD | +17.4% | -6.5% | +23.9% | +17.4% |
| 1Y | +25.7% | -14.9% | +40.6% | +27.4% |
| 3Y | +94.1% | +151.9% | -57.8% | +53.0% |
| 5Y | +94.9% | +9.4% | +85.4% | +57.7% |
| All | +147.8% | +16.3% | +131.4% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling