+503.4%
QQQ vs DOC
+15.7%
+487.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -5.0% | +6.5% | -11.4% | -6.7% |
| 30D | -13.4% | +9.2% | -22.6% | -15.7% |
| 3M | -8.1% | -2.5% | -5.6% | -7.7% |
| 6M | -5.5% | +7.1% | -12.6% | -7.9% |
| YTD | +7.2% | +33.0% | -25.8% | -2.9% |
| 1Y | +7.8% | +23.3% | -15.5% | -0.2% |
| 3Y | +80.7% | +44.9% | +35.8% | +55.9% |
| 5Y | +69.6% | -21.6% | +91.2% | +76.8% |
| All | +503.4% | +15.7% | +487.7% | +452.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling