+93.3%
QQQM vs DLR
+58.2%
+35.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -4.3% | +3.1% | +0.2% |
| 3M | -0.1% | +3.8% | -3.9% | -1.9% |
| 6M | +18.0% | +5.8% | +12.1% | +14.8% |
| YTD | +16.7% | +23.5% | -6.8% | +7.0% |
| 1Y | +23.0% | +11.1% | +12.0% | +17.2% |
| 3Y | +93.3% | +57.9% | +35.5% | +60.2% |
| All | +93.3% | +58.2% | +35.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling