-100.0%
QID vs DOC
+150.2%
-250.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | +0.1% |
| 7D | +9.8% | +8.7% | +1.1% | +15.5% |
| 30D | +18.9% | +7.6% | +11.3% | +24.1% |
| 3M | +9.6% | -5.3% | +14.9% | +6.0% |
| 6M | -7.8% | +27.6% | -35.4% | +7.7% |
| YTD | -23.3% | +32.4% | -55.7% | -7.7% |
| 1Y | -22.0% | +22.9% | -44.9% | -10.3% |
| 3Y | -73.2% | +43.1% | -116.3% | -64.4% |
| 5Y | -77.1% | -21.4% | -55.7% | -77.0% |
| 10Y | -99.1% | +16.8% | -115.9% | -98.5% |
| All | -100.0% | +150.2% | -250.2% | -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