+70.5%
DOCN vs QID
-84.7%
+155.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +0.2% |
| 7D | -19.2% | +9.4% | -28.6% | -10.6% |
| 30D | -43.1% | +31.2% | -74.3% | -23.6% |
| 3M | -40.7% | +17.4% | -58.1% | -26.7% |
| 6M | -55.0% | +8.4% | -63.4% | -45.0% |
| YTD | +50.6% | -15.8% | +66.4% | +53.5% |
| 1Y | +54.0% | -16.3% | +70.3% | +58.0% |
| 3Y | +203.9% | -70.4% | +274.3% | +58.0% |
| 5Y | -29.4% | -74.8% | +45.4% | -43.4% |
| All | +70.5% | -84.7% | +155.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling