+138.4%
QQQM vs DOCN
+205.3%
-66.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -2.3% |
| 7D | +1.5% | +16.3% | -14.8% | -1.3% |
| 30D | -0.7% | +2.0% | -2.7% | -1.5% |
| 3M | +0.4% | -25.2% | +25.6% | +4.2% |
| 6M | +20.1% | +132.7% | -112.6% | -1.4% |
| YTD | +17.2% | +163.3% | -146.0% | -6.8% |
| 1Y | +24.7% | +280.3% | -255.6% | -8.6% |
| 3Y | +96.6% | +371.8% | -275.3% | +30.9% |
| 5Y | +95.0% | +87.1% | +7.9% | +41.6% |
| All | +138.4% | +205.3% | -66.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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