+152.5%
QQQM vs DD
+97.1%
+55.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.7% |
| 7D | +1.0% | -3.8% | +4.8% | +2.4% |
| 30D | -0.6% | -9.2% | +8.6% | +2.9% |
| 3M | +1.3% | -9.0% | +10.3% | +4.7% |
| 6M | +18.2% | -5.0% | +23.1% | +19.7% |
| YTD | +16.9% | +7.4% | +9.5% | +12.6% |
| 1Y | +24.0% | +35.1% | -11.1% | +8.9% |
| 3Y | +96.0% | +43.2% | +52.8% | +63.6% |
| 5Y | +95.2% | +59.6% | +35.6% | +54.2% |
| All | +152.5% | +97.1% | +55.5% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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