+112.4%
QQQM vs DOCS
-40.7%
+153.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +0.7% |
| 7D | +1.5% | -7.3% | +8.8% | +2.3% |
| 30D | -0.7% | -10.9% | +10.2% | +0.5% |
| 3M | +0.4% | +20.3% | -19.9% | -2.6% |
| 6M | +20.1% | -3.6% | +23.7% | +18.7% |
| YTD | +17.2% | -44.9% | +62.1% | +23.9% |
| 1Y | +24.7% | -64.9% | +89.6% | +39.4% |
| 3Y | +96.6% | +7.6% | +88.9% | +81.3% |
| 5Y | +95.0% | -74.0% | +169.0% | +93.9% |
| All | +112.4% | -40.7% | +153.1% | +112.4% |
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