+100.3%
QQQ vs DOCS
-20.2%
+120.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.2% |
| 30D | -9.6% | +7.8% | -17.3% | -10.4% |
| 3M | -5.9% | +20.0% | -25.9% | -8.2% |
| 6M | -4.3% | +26.5% | -30.8% | -8.2% |
| YTD | +11.0% | -25.8% | +36.7% | +13.2% |
| 1Y | +11.9% | -39.5% | +51.4% | +17.1% |
| 3Y | +86.7% | +60.3% | +26.4% | +63.8% |
| 5Y | +77.1% | -57.0% | +134.1% | +69.5% |
| All | +100.3% | -20.2% | +120.4% | +93.5% |
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