+152.5%
QQQM vs DG
-38.3%
+190.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +1.0% | -4.8% | +5.8% | +1.4% |
| 30D | -0.6% | +1.8% | -2.4% | -0.8% |
| 3M | +1.3% | +14.5% | -13.2% | -0.1% |
| 6M | +18.2% | -13.6% | +31.7% | +19.4% |
| YTD | +16.9% | -4.8% | +21.8% | +17.0% |
| 1Y | +24.0% | +21.6% | +2.5% | +20.9% |
| 3Y | +96.0% | +4.5% | +91.6% | +91.7% |
| 5Y | +95.2% | -38.5% | +133.7% | +118.6% |
| All | +152.5% | -38.3% | +190.8% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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