+117.3%
QQQ vs DOCN
+74.7%
+42.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | -5.0% | -19.2% | +14.2% | -1.6% |
| 30D | -13.4% | -43.1% | +29.6% | -5.2% |
| 3M | -8.1% | -40.7% | +32.6% | -0.9% |
| 6M | -5.5% | -55.0% | +49.5% | +5.7% |
| YTD | +7.2% | +50.6% | -43.5% | -7.2% |
| 1Y | +7.8% | +54.0% | -46.2% | -7.3% |
| 3Y | +80.7% | +203.9% | -123.2% | +28.6% |
| 5Y | +69.6% | -29.4% | +99.0% | +38.3% |
| All | +117.3% | +74.7% | +42.6% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling