-38.7%
DOCS vs QID
-81.0%
+42.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -3.4% |
| 7D | -0.8% | +9.4% | -10.2% | +4.7% |
| 30D | +17.4% | +31.2% | -13.8% | +37.1% |
| 3M | +57.4% | +17.4% | +39.9% | +74.1% |
| 6M | +26.5% | +8.4% | +18.1% | +34.1% |
| YTD | -26.6% | -15.8% | -10.8% | -32.1% |
| 1Y | -48.1% | -16.3% | -31.7% | -52.0% |
| 3Y | +52.6% | -70.4% | +123.0% | -16.8% |
| 5Y | -52.1% | -74.8% | +22.7% | -66.4% |
| All | -38.7% | -81.0% | +42.4% | -58.2% |
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