+100.4%
QQQ vs DOCS
-19.0%
+119.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.6% | +2.6% | +1.1% | +3.3% |
| 30D | -6.7% | +11.4% | -18.2% | -7.9% |
| 3M | -7.0% | +25.4% | -32.4% | -9.6% |
| 6M | -4.7% | +42.5% | -47.2% | -9.9% |
| YTD | +11.1% | -24.7% | +35.8% | +13.1% |
| 1Y | +12.3% | -32.9% | +45.2% | +15.9% |
| 3Y | +83.3% | +39.6% | +43.7% | +64.6% |
| 5Y | +77.5% | -54.6% | +132.1% | +69.5% |
| All | +100.4% | -19.0% | +119.5% | +93.4% |
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