-74.1%
QID vs DOC
-22.1%
-52.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +13.0% | +12.6% |
| 7D | +20.2% | +6.2% | +14.0% | +24.2% |
| 30D | +35.3% | +6.5% | +28.8% | +39.7% |
| 3M | +21.3% | -6.2% | +27.6% | +16.9% |
| 6M | +6.7% | +25.6% | -18.9% | +23.0% |
| YTD | -13.6% | +32.1% | -45.7% | +3.7% |
| 1Y | -11.0% | +20.3% | -31.3% | +0.5% |
| 3Y | -69.8% | +42.7% | -112.6% | -58.6% |
| 5Y | -74.1% | -22.2% | -52.0% | -78.7% |
| All | -74.1% | -22.1% | -52.1% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling