+62.6%
QLD vs DOCS
-54.0%
+116.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.3% | -8.4% | -11.6% |
| 7D | -18.6% | -1.3% | -17.2% | -18.2% |
| 30D | -28.3% | +19.4% | -47.7% | -31.6% |
| 3M | -20.4% | +53.4% | -73.8% | -30.3% |
| 6M | -14.3% | +28.8% | -43.0% | -22.9% |
| YTD | +2.8% | -25.1% | +27.8% | +7.4% |
| 1Y | -1.2% | -48.1% | +46.9% | +14.8% |
| 3Y | +135.3% | +51.4% | +83.9% | +70.4% |
| 5Y | +62.6% | -51.1% | +113.7% | +54.8% |
| All | +62.6% | -54.0% | +116.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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