+8,329.0%
QLD vs DOC
+161.8%
+8,167.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | 0.0% |
| 7D | -9.4% | +8.7% | -18.1% | -14.0% |
| 30D | -17.1% | +7.6% | -24.7% | -21.2% |
| 3M | -10.4% | -5.3% | -5.1% | -8.2% |
| 6M | +0.7% | +27.6% | -26.9% | -15.8% |
| YTD | +17.7% | +32.4% | -14.7% | -4.4% |
| 1Y | +14.7% | +22.9% | -8.2% | -2.7% |
| 3Y | +169.6% | +43.1% | +126.5% | +101.1% |
| 5Y | +86.7% | -21.4% | +108.0% | +105.1% |
| 10Y | +1,600.8% | +16.8% | +1,583.9% | +1,269.3% |
| All | +8,329.0% | +161.8% | +8,167.2% | +3,061.8% |
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