+94.6%
QQQM vs DRI
+63.5%
+31.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -1.3% | -4.8% | +3.6% | +0.3% |
| 30D | -1.4% | -5.2% | +3.8% | +0.2% |
| 3M | +2.2% | +2.7% | -0.6% | +0.7% |
| 6M | +16.9% | +3.6% | +13.3% | +14.4% |
| YTD | +15.7% | +15.4% | +0.2% | +8.1% |
| 1Y | +22.7% | +1.3% | +21.4% | +20.2% |
| 3Y | +93.9% | +53.1% | +40.8% | +54.9% |
| 5Y | +94.6% | +64.6% | +30.0% | +43.1% |
| All | +94.6% | +63.5% | +31.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling