+78.9%
QQQ vs DOC
-21.9%
+100.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.1% |
| 7D | -4.6% | +8.7% | -13.4% | -6.8% |
| 30D | -8.5% | +7.6% | -16.1% | -10.4% |
| 3M | -4.3% | -5.3% | +1.0% | -3.0% |
| 6M | +3.1% | +27.6% | -24.5% | -5.2% |
| YTD | +13.0% | +32.4% | -19.4% | +2.3% |
| 1Y | +12.3% | +22.9% | -10.6% | +4.1% |
| 3Y | +91.4% | +43.1% | +48.3% | +62.4% |
| All | +78.9% | -21.9% | +100.7% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling