+86.1%
QQQ vs DOC
+55.4%
+30.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.3% |
| 7D | -0.2% | +1.0% | -1.3% | -0.4% |
| 30D | -7.5% | +8.1% | -15.6% | -8.5% |
| 3M | -3.8% | +0.9% | -4.7% | -3.9% |
| 6M | -3.0% | +6.3% | -9.3% | -4.2% |
| YTD | +12.8% | +33.8% | -21.0% | +6.2% |
| 1Y | +11.6% | +21.6% | -10.0% | +7.1% |
| All | +86.1% | +55.4% | +30.7% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling