+82.7%
QQQM vs DOC
-20.4%
+103.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.2% | +1.0% | -1.3% | -0.5% |
| 30D | -7.5% | +8.1% | -15.6% | -9.5% |
| 3M | -3.8% | +0.9% | -4.7% | -4.2% |
| 6M | -3.0% | +6.3% | -9.3% | -5.2% |
| YTD | +12.8% | +33.8% | -21.0% | +1.9% |
| 1Y | +11.6% | +21.6% | -10.0% | +4.0% |
| 3Y | +85.9% | +53.4% | +32.5% | +53.5% |
| 5Y | +82.7% | -21.0% | +103.7% | +108.7% |
| All | +82.7% | -20.4% | +103.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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