-100.0%
QID vs DOC
+153.5%
-253.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -1.5% |
| 7D | -0.6% | -1.5% | +0.8% | -1.5% |
| 30D | 0.0% | -4.8% | +4.8% | -2.9% |
| 3M | +3.7% | +6.9% | -3.2% | +7.9% |
| 6M | -29.9% | +20.7% | -50.6% | -20.3% |
| YTD | -28.8% | +34.1% | -62.9% | -13.5% |
| 1Y | -37.2% | +22.6% | -59.8% | -27.6% |
| 3Y | -73.7% | +20.8% | -94.5% | -68.3% |
| 5Y | -80.7% | -24.9% | -55.9% | -81.2% |
| 10Y | -99.1% | -1.8% | -97.3% | -98.7% |
| All | -100.0% | +153.5% | -253.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling