+237.5%
DOCN vs QID
-71.4%
+308.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -1.9% |
| 7D | +19.1% | -7.1% | +26.2% | +12.7% |
| 30D | -21.0% | +12.6% | -33.7% | -8.0% |
| 3M | -34.7% | +14.2% | -49.0% | -21.4% |
| 6M | -45.8% | +6.2% | -52.0% | -35.2% |
| YTD | +79.4% | -21.8% | +101.2% | +75.9% |
| 1Y | +91.0% | -23.1% | +114.1% | +86.4% |
| 3Y | +237.5% | -71.3% | +308.8% | +103.8% |
| All | +237.5% | -71.4% | +308.8% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling