+128.6%
QQQ vs DOCN
+110.0%
+18.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.6% | -7.3% | +0.6% |
| 7D | -0.2% | +3.7% | -4.0% | -1.0% |
| 30D | -7.5% | -33.7% | +26.2% | -1.3% |
| 3M | -3.8% | -27.9% | +24.1% | +0.2% |
| 6M | -3.0% | -46.4% | +43.4% | +5.3% |
| YTD | +12.8% | +81.1% | -68.3% | -5.5% |
| 1Y | +11.6% | +74.3% | -62.7% | -6.0% |
| 3Y | +85.6% | +245.8% | -160.3% | +29.2% |
| 5Y | +82.1% | -23.7% | +105.9% | +44.9% |
| All | +128.6% | +110.0% | +18.6% | +66.5% |
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