+152.0%
QQQM vs DRI
+153.3%
-1.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.6% | -3.2% | +2.7% | +0.3% |
| 30D | -1.2% | -7.8% | +6.6% | +0.9% |
| 3M | -0.1% | +0.4% | -0.5% | -0.6% |
| 6M | +18.0% | +4.8% | +13.1% | +15.6% |
| YTD | +16.7% | +16.7% | 0.0% | +10.3% |
| 1Y | +23.0% | +1.5% | +21.6% | +21.0% |
| 3Y | +93.3% | +56.3% | +37.1% | +63.3% |
| 5Y | +96.3% | +66.4% | +29.9% | +58.1% |
| All | +152.0% | +153.3% | -1.3% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling