-16.3%
QID vs DOC
+20.9%
-37.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | +9.4% | +6.5% | +2.9% | +9.9% |
| 30D | +31.2% | +9.2% | +22.1% | +32.0% |
| 3M | +17.4% | -2.5% | +19.9% | +16.5% |
| 6M | +8.4% | +7.1% | +1.3% | +9.8% |
| YTD | -15.8% | +33.0% | -48.8% | -11.3% |
| 1Y | -16.3% | +23.3% | -39.6% | -12.2% |
| All | -16.3% | +20.9% | -37.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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