+152.5%
QQQM vs DLR
+44.9%
+107.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +1.0% | +2.9% | -1.9% | 0.0% |
| 30D | -0.6% | -1.2% | +0.5% | -0.3% |
| 3M | +1.3% | +2.9% | -1.6% | -0.4% |
| 6M | +18.2% | +6.7% | +11.5% | +14.4% |
| YTD | +16.9% | +23.9% | -6.9% | +6.7% |
| 1Y | +24.0% | +18.6% | +5.4% | +14.7% |
| 3Y | +96.0% | +59.7% | +36.4% | +58.5% |
| 5Y | +95.2% | +42.1% | +53.2% | +59.7% |
| All | +152.5% | +44.9% | +107.7% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling