-48.1%
DOCS vs QID
-13.7%
-34.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.4% |
| 7D | -0.8% | +9.4% | -10.2% | +0.6% |
| 30D | +17.4% | +31.2% | -13.8% | +21.5% |
| 3M | +57.4% | +17.4% | +39.9% | +61.0% |
| 6M | +26.5% | +8.4% | +18.1% | +27.6% |
| YTD | -26.6% | -15.8% | -10.8% | -27.3% |
| 1Y | -48.1% | -16.3% | -31.7% | -48.7% |
| All | -48.1% | -13.7% | -34.4% | -48.7% |
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