+153.2%
QQQM vs JD
-62.4%
+215.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -0.7% | -16.0% | +15.4% | +1.9% |
| 3M | +0.4% | -3.2% | +3.6% | +0.7% |
| 6M | +20.1% | +6.1% | +14.0% | +18.5% |
| YTD | +17.2% | -0.1% | +17.3% | +16.6% |
| 1Y | +24.7% | -12.7% | +37.5% | +26.5% |
| 3Y | +96.6% | -6.3% | +102.9% | +91.1% |
| 5Y | +95.0% | -61.3% | +156.4% | +110.3% |
| All | +153.2% | -62.4% | +215.7% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling