+93.4%
QQQ vs DOCS
-21.0%
+114.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.6% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -13.4% | +17.4% | -30.8% | -15.1% |
| 3M | -8.1% | +57.4% | -65.5% | -13.5% |
| 6M | -5.5% | +26.5% | -32.0% | -9.4% |
| YTD | +7.2% | -26.6% | +33.7% | +9.5% |
| 1Y | +7.8% | -48.1% | +55.8% | +14.9% |
| 3Y | +80.7% | +52.6% | +28.1% | +59.7% |
| 5Y | +69.6% | -52.1% | +121.7% | +62.2% |
| All | +93.4% | -21.0% | +114.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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