+138.2%
QQQM vs DECK
+115.1%
+23.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.5% | +6.8% | -8.3% | -3.1% |
| 30D | -10.2% | +8.3% | -18.5% | -12.0% |
| 3M | -6.3% | -7.9% | +1.6% | -4.8% |
| 6M | -4.9% | -10.6% | +5.7% | -3.2% |
| YTD | +10.3% | -13.4% | +23.6% | +11.9% |
| 1Y | +8.8% | +12.5% | -3.6% | +3.0% |
| 3Y | +81.8% | -14.9% | +96.6% | +71.1% |
| 5Y | +79.1% | +27.5% | +51.6% | +36.3% |
| All | +138.2% | +115.1% | +23.1% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling