+69.8%
QQQ vs DOCN
-32.3%
+102.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | -5.0% | -19.2% | +14.2% | -1.4% |
| 30D | -13.4% | -43.1% | +29.6% | -4.7% |
| 3M | -8.1% | -40.7% | +32.6% | -0.5% |
| 6M | -5.5% | -55.0% | +49.5% | +6.3% |
| YTD | +7.2% | +50.6% | -43.5% | -8.4% |
| 1Y | +7.8% | +54.0% | -46.2% | -8.4% |
| 3Y | +80.7% | +203.9% | -123.2% | +24.3% |
| All | +69.8% | -32.3% | +102.1% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling