-73.7%
QID vs DOC
+20.8%
-94.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.9% |
| 7D | -0.6% | -1.5% | +0.8% | -1.1% |
| 30D | 0.0% | -4.8% | +4.8% | -1.5% |
| 3M | +3.7% | +6.9% | -3.2% | +6.3% |
| 6M | -29.9% | +20.7% | -50.6% | -24.2% |
| YTD | -28.8% | +34.1% | -62.9% | -19.6% |
| 1Y | -37.2% | +22.6% | -59.8% | -31.3% |
| All | -73.7% | +20.8% | -94.5% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling