+127.9%
QQQ vs DOCN
+117.0%
+10.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.9% |
| 7D | +6.4% | +27.4% | -21.0% | +1.8% |
| 30D | -7.5% | -29.7% | +22.3% | -2.3% |
| 3M | -4.8% | -32.5% | +27.7% | +0.4% |
| 6M | -2.5% | -42.2% | +39.7% | +4.4% |
| YTD | +12.4% | +87.2% | -74.8% | -6.4% |
| 1Y | +11.3% | +86.2% | -74.9% | -7.3% |
| 3Y | +85.0% | +257.4% | -172.5% | +28.1% |
| 5Y | +79.6% | -27.4% | +107.0% | +43.0% |
| All | +127.9% | +117.0% | +10.8% | +65.0% |
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