+153.2%
QQQM vs O
+34.8%
+118.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -0.7% | -2.0% | +1.3% | -0.2% |
| 3M | +0.4% | +3.0% | -2.6% | -0.7% |
| 6M | +20.1% | -3.6% | +23.7% | +20.8% |
| YTD | +17.2% | +12.1% | +5.2% | +12.6% |
| 1Y | +24.7% | +8.9% | +15.9% | +20.7% |
| 3Y | +96.6% | +30.3% | +66.2% | +75.7% |
| 5Y | +95.0% | +13.7% | +81.3% | +84.2% |
| All | +153.2% | +34.8% | +118.4% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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