+14.7%
QLD vs DOCN
+110.0%
-95.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.2% | +9.0% | +3.5% |
| 7D | -9.4% | -20.0% | +10.6% | -4.9% |
| 30D | -17.1% | -38.8% | +21.7% | -8.4% |
| 3M | -10.4% | -34.8% | +24.4% | -3.1% |
| 6M | +0.7% | -22.8% | +23.5% | +5.8% |
| YTD | +17.7% | +74.6% | -56.9% | +1.5% |
| 1Y | +14.7% | +116.4% | -101.8% | -5.9% |
| All | +14.7% | +110.0% | -95.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling