+125.1%
QQQ vs DOCN
+108.0%
+17.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.5% |
| 7D | +3.6% | +19.1% | -15.5% | +0.4% |
| 30D | -6.7% | -21.0% | +14.3% | -3.3% |
| 3M | -7.0% | -34.7% | +27.7% | -1.4% |
| 6M | -4.7% | -45.8% | +41.1% | +3.2% |
| YTD | +11.1% | +79.4% | -68.3% | -6.8% |
| 1Y | +12.3% | +91.0% | -78.7% | -7.1% |
| 3Y | +83.3% | +237.5% | -154.1% | +28.2% |
| 5Y | +77.5% | -30.4% | +107.9% | +42.3% |
| All | +125.1% | +108.0% | +17.1% | +64.2% |
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