+96.4%
QQQM vs DKS
+14.7%
+81.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.4% |
| 7D | -0.6% | -2.0% | +1.5% | -0.2% |
| 30D | -1.2% | -32.7% | +31.5% | +6.1% |
| 3M | -0.1% | -38.8% | +38.7% | +9.4% |
| 6M | +18.0% | -29.4% | +47.4% | +24.2% |
| YTD | +16.7% | -30.3% | +47.0% | +22.9% |
| 1Y | +23.0% | -39.6% | +62.6% | +33.7% |
| 3Y | +93.3% | +32.2% | +61.2% | +65.7% |
| All | +96.4% | +14.7% | +81.7% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling