+95.3%
DOCU vs QID
-97.7%
+193.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -3.1% |
| 7D | -5.5% | +9.4% | -15.0% | -0.1% |
| 30D | +12.6% | +31.2% | -18.6% | +32.7% |
| 3M | +36.4% | +17.4% | +19.0% | +50.8% |
| 6M | +66.8% | +8.4% | +58.4% | +76.7% |
| YTD | +13.5% | -15.8% | +29.2% | +4.0% |
| 1Y | +11.3% | -16.3% | +27.6% | +2.1% |
| 3Y | +92.1% | -70.4% | +162.5% | +3.8% |
| 5Y | -71.0% | -74.8% | +3.8% | -80.2% |
| All | +95.3% | -97.7% | +193.1% | -39.3% |
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