+123.4%
QQQ vs DOCN
+91.6%
+31.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.9% |
| 7D | -1.5% | -12.1% | +10.6% | +0.5% |
| 30D | -10.2% | -41.0% | +30.8% | -2.2% |
| 3M | -6.3% | -38.7% | +32.4% | +0.5% |
| 6M | -4.9% | -51.5% | +46.6% | +5.1% |
| YTD | +10.2% | +65.3% | -55.0% | -6.1% |
| 1Y | +8.8% | +53.9% | -45.1% | -6.2% |
| 3Y | +81.4% | +215.6% | -134.2% | +28.4% |
| 5Y | +78.5% | -26.2% | +104.6% | +43.7% |
| All | +123.4% | +91.6% | +31.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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