+153.5%
QQQM vs DOC
+0.4%
+153.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +0.4% | -1.5% | +1.8% | +0.8% |
| 30D | +0.2% | -4.8% | +5.0% | +1.5% |
| 3M | -2.8% | +6.9% | -9.7% | -4.9% |
| 6M | +18.1% | +20.7% | -2.7% | +11.0% |
| YTD | +17.4% | +34.1% | -16.8% | +6.6% |
| 1Y | +25.7% | +22.6% | +3.0% | +17.0% |
| 3Y | +94.1% | +20.8% | +73.3% | +79.0% |
| 5Y | +94.9% | -24.9% | +119.7% | +109.6% |
| All | +153.5% | +0.4% | +153.1% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling