+66.4%
DOCN vs QID
-84.3%
+150.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +12.7% | -28.6% | -4.3% |
| 7D | -29.3% | +20.2% | -49.5% | -14.2% |
| 30D | -46.0% | +35.3% | -81.3% | -25.6% |
| 3M | -43.2% | +21.3% | -64.5% | -27.7% |
| 6M | -53.7% | +6.7% | -60.4% | -44.1% |
| YTD | +46.9% | -13.6% | +60.5% | +53.2% |
| 1Y | +54.3% | -11.0% | +65.3% | +67.2% |
| 3Y | +185.5% | -69.8% | +255.4% | +50.9% |
| 5Y | -31.1% | -74.1% | +43.0% | -43.5% |
| All | +66.4% | -84.3% | +150.6% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling