+72.2%
DOCU vs QID
-98.1%
+170.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.5% |
| 7D | +6.9% | -0.6% | +7.5% | +6.6% |
| 30D | +19.0% | 0.0% | +19.0% | +19.5% |
| 3M | +34.3% | +3.7% | +30.6% | +38.8% |
| 6M | +48.0% | -29.9% | +77.9% | +20.5% |
| YTD | 0.0% | -28.8% | +28.8% | -17.1% |
| 1Y | -10.3% | -37.2% | +26.9% | -30.6% |
| 3Y | +32.4% | -73.7% | +106.1% | -32.6% |
| 5Y | -77.9% | -80.7% | +2.8% | -87.0% |
| All | +72.2% | -98.1% | +170.3% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling