+1,570.9%
QQQ vs DOC
+733.4%
+837.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +0.4% | -1.5% | +1.8% | +0.8% |
| 30D | +0.2% | -4.8% | +5.0% | +1.7% |
| 3M | -2.8% | +6.9% | -9.7% | -5.1% |
| 6M | +18.0% | +20.7% | -2.7% | +10.2% |
| YTD | +17.3% | +34.1% | -16.8% | +5.9% |
| 1Y | +25.6% | +22.6% | +2.9% | +16.2% |
| 3Y | +93.7% | +20.8% | +72.9% | +76.8% |
| 5Y | +94.2% | -24.9% | +119.0% | +104.1% |
| 10Y | +557.9% | -1.8% | +559.7% | +501.2% |
| All | +1,570.9% | +733.4% | +837.6% | +496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling