+91.6%
QQQM vs JD
-8.0%
+99.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | -1.4% | -15.4% | +14.0% | +0.5% |
| 3M | +2.2% | -5.0% | +7.2% | +2.6% |
| 6M | +16.9% | +0.9% | +16.0% | +16.3% |
| YTD | +15.7% | -2.5% | +18.2% | +15.5% |
| 1Y | +22.7% | -16.0% | +38.7% | +24.5% |
| All | +91.6% | -8.0% | +99.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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