+162.4%
QLD vs DOCS
-36.0%
+198.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.0% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | -0.1% | +21.8% | -22.0% | -6.0% |
| 3M | -8.4% | +27.3% | -35.7% | -15.0% |
| 6M | +32.2% | -0.3% | +32.5% | +28.1% |
| YTD | +28.9% | -40.5% | +69.4% | +41.2% |
| 1Y | +43.8% | -61.5% | +105.4% | +75.5% |
| 3Y | +176.6% | +8.2% | +168.4% | +136.9% |
| 5Y | +121.6% | -73.4% | +195.0% | +123.0% |
| All | +162.4% | -36.0% | +198.4% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling