+152.5%
QQQM vs DDOG
+100.0%
+52.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.4% | -1.7% |
| 7D | +1.0% | +7.7% | -6.7% | -0.6% |
| 30D | -0.6% | -13.6% | +13.0% | +2.1% |
| 3M | +1.3% | -0.9% | +2.2% | +0.1% |
| 6M | +18.2% | +75.2% | -57.0% | +1.0% |
| YTD | +16.9% | +65.7% | -48.7% | +0.2% |
| 1Y | +24.0% | +60.4% | -36.3% | +5.7% |
| 3Y | +96.0% | +130.7% | -34.6% | +47.4% |
| 5Y | +95.2% | +59.9% | +35.3% | +48.7% |
| All | +152.5% | +100.0% | +52.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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