+95.0%
QQQM vs DOC
-24.0%
+119.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.9% |
| 30D | -0.7% | -3.7% | +3.1% | +0.3% |
| 3M | +0.4% | +5.2% | -4.8% | -1.4% |
| 6M | +20.1% | +22.5% | -2.4% | +12.1% |
| YTD | +17.2% | +33.2% | -16.0% | +6.3% |
| 1Y | +24.7% | +19.8% | +4.9% | +16.7% |
| 3Y | +96.6% | +23.8% | +72.8% | +79.0% |
| 5Y | +95.0% | -25.4% | +120.4% | +118.0% |
| All | +95.0% | -24.0% | +119.1% | +118.0% |
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