+93.3%
QQQM vs DT
+7.2%
+86.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | -1.2% | +3.0% | -4.3% | -2.0% |
| 3M | -0.1% | +26.5% | -26.6% | -5.7% |
| 6M | +18.0% | +35.9% | -18.0% | +8.3% |
| YTD | +16.7% | +17.8% | -1.1% | +11.4% |
| 1Y | +23.0% | +4.1% | +19.0% | +21.9% |
| 3Y | +93.3% | +5.3% | +88.0% | +85.6% |
| All | +93.3% | +7.2% | +86.1% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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