-61.5%
DOCS vs QID
-38.2%
-23.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -1.4% | -0.6% | -0.8% | -1.5% |
| 30D | +21.8% | 0.0% | +21.8% | +22.0% |
| 3M | +27.3% | +3.7% | +23.6% | +29.2% |
| 6M | -0.3% | -29.9% | +29.5% | -8.8% |
| YTD | -40.5% | -28.8% | -11.7% | -44.5% |
| 1Y | -61.5% | -37.2% | -24.4% | -63.9% |
| All | -61.5% | -38.2% | -23.3% | -63.9% |
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