-80.7%
QID vs DOC
-24.5%
-56.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -1.3% |
| 7D | -0.6% | -1.5% | +0.8% | -1.4% |
| 30D | 0.0% | -4.8% | +4.8% | -2.6% |
| 3M | +3.7% | +6.9% | -3.2% | +7.7% |
| 6M | -29.9% | +20.7% | -50.6% | -20.8% |
| YTD | -28.8% | +34.1% | -62.9% | -13.8% |
| 1Y | -37.2% | +22.6% | -59.8% | -28.0% |
| 3Y | -73.7% | +20.8% | -94.5% | -69.3% |
| All | -80.7% | -24.5% | -56.2% | -83.0% |
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 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