+153.2%
QQQM vs DOCU
-72.2%
+225.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.9% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | -0.7% | +8.0% | -8.7% | -2.5% |
| 3M | +0.4% | +41.0% | -40.5% | -7.2% |
| 6M | +20.1% | +33.7% | -13.6% | +11.4% |
| YTD | +17.2% | -4.9% | +22.1% | +16.4% |
| 1Y | +24.7% | -20.4% | +45.1% | +28.0% |
| 3Y | +96.6% | +29.6% | +66.9% | +73.8% |
| 5Y | +95.0% | -76.9% | +171.9% | +114.9% |
| All | +153.2% | -72.2% | +225.4% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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