-47.3%
DOCS vs QID
-21.1%
-26.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +6.1% |
| 7D | +1.2% | +9.8% | -8.6% | +2.3% |
| 30D | +21.3% | +18.9% | +2.4% | +23.7% |
| 3M | +58.4% | +9.6% | +48.8% | +59.9% |
| 6M | +39.3% | -7.8% | +47.1% | +36.4% |
| YTD | -21.7% | -23.3% | +1.6% | -23.7% |
| 1Y | -47.3% | -22.0% | -25.3% | -48.4% |
| All | -47.3% | -21.1% | -26.2% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling