+18.2%
QQQM vs DIA
+12.1%
+6.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.5% |
| 7D | +1.0% | -1.2% | +2.2% | +2.3% |
| 30D | -0.6% | -2.7% | +2.1% | +2.3% |
| 3M | +1.3% | +3.3% | -2.0% | -2.3% |
| 6M | +18.2% | +10.4% | +7.8% | +6.2% |
| All | +18.2% | +12.1% | +6.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 6mo: compounded portfolio wealth divided by compounded DIA 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…
6mo analysis · Full analysis span regression · 6 months rolling