+84.2%
DOCN vs QID
-85.7%
+170.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.8% | +14.9% | +1.8% |
| 7D | -12.8% | -0.8% | -12.0% | -11.3% |
| 30D | -41.9% | +20.1% | -62.0% | -27.8% |
| 3M | -36.9% | +11.8% | -48.8% | -25.1% |
| 6M | -52.2% | +5.5% | -57.8% | -43.1% |
| YTD | +62.7% | -21.5% | +84.3% | +56.3% |
| 1Y | +58.2% | -22.6% | +80.9% | +52.2% |
| 3Y | +219.5% | -72.3% | +291.8% | +56.9% |
| 5Y | -32.9% | -76.9% | +44.0% | -49.9% |
| All | +84.2% | -85.7% | +170.0% | +3.5% |
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