-70.5%
DOCU vs QID
-73.9%
+3.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.7% | -14.7% | +6.1% |
| 7D | -3.2% | +20.2% | -23.4% | +9.2% |
| 30D | +15.7% | +35.3% | -19.6% | +40.8% |
| 3M | +37.3% | +21.3% | +15.9% | +56.1% |
| 6M | +63.1% | +6.7% | +56.4% | +70.5% |
| YTD | +15.4% | -13.6% | +29.0% | +5.4% |
| 1Y | +11.3% | -11.0% | +22.3% | +4.5% |
| 3Y | +92.1% | -69.8% | +161.9% | -11.1% |
| 5Y | -70.5% | -74.1% | +3.6% | -79.6% |
| All | -70.5% | -73.9% | +3.4% | -79.6% |
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