+849.5%
QLD vs DOCU
+80.0%
+769.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.3% |
| 7D | +0.6% | +6.9% | -6.3% | -2.3% |
| 30D | -0.1% | +19.0% | -19.1% | -7.9% |
| 3M | -8.4% | +34.3% | -42.7% | -21.1% |
| 6M | +32.2% | +48.0% | -15.8% | +7.2% |
| YTD | +28.9% | 0.0% | +28.9% | +23.2% |
| 1Y | +43.8% | -10.3% | +54.1% | +42.5% |
| 3Y | +176.6% | +32.4% | +144.2% | +113.8% |
| 5Y | +121.6% | -77.9% | +199.5% | +227.2% |
| All | +849.5% | +80.0% | +769.5% | +427.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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