+86.7%
QLD vs DOC
-22.8%
+109.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.2% |
| 7D | -9.4% | +8.7% | -18.1% | -13.5% |
| 30D | -17.1% | +7.6% | -24.7% | -20.7% |
| 3M | -10.4% | -5.3% | -5.1% | -8.2% |
| 6M | +0.7% | +27.6% | -26.9% | -15.3% |
| YTD | +17.7% | +32.4% | -14.7% | -4.0% |
| 1Y | +14.7% | +22.9% | -8.2% | -2.1% |
| 3Y | +169.6% | +43.1% | +126.5% | +93.1% |
| 5Y | +86.7% | -21.4% | +108.0% | +151.0% |
| All | +86.7% | -22.8% | +109.5% | +151.0% |
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