+149.8%
QQQM vs DKS
+158.7%
-8.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.3% | -4.7% | +3.5% | -0.3% |
| 30D | -1.4% | -35.1% | +33.7% | +6.0% |
| 3M | +2.2% | -37.7% | +39.9% | +10.4% |
| 6M | +16.9% | -30.7% | +47.6% | +23.0% |
| YTD | +15.7% | -31.9% | +47.6% | +21.9% |
| 1Y | +22.7% | -40.0% | +62.7% | +32.4% |
| 3Y | +93.9% | +28.4% | +65.5% | +72.6% |
| 5Y | +94.6% | +12.4% | +82.1% | +64.1% |
| All | +149.8% | +158.7% | -8.9% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling