-51.1%
DOCS vs QID
-73.9%
+22.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +12.7% | -17.0% | +2.4% |
| 7D | -1.3% | +20.2% | -21.6% | +9.5% |
| 30D | +19.4% | +35.3% | -15.9% | +41.5% |
| 3M | +53.4% | +21.3% | +32.1% | +72.6% |
| 6M | +28.8% | +6.7% | +22.0% | +34.9% |
| YTD | -25.1% | -13.6% | -11.5% | -29.7% |
| 1Y | -48.1% | -11.0% | -37.2% | -50.2% |
| 3Y | +51.4% | -69.8% | +121.2% | -16.4% |
| 5Y | -51.1% | -74.1% | +23.0% | -65.1% |
| All | -51.1% | -73.9% | +22.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling