+80.3%
QQQM vs DOCU
-69.1%
+149.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.2% | +1.6% | +4.6% | +5.9% |
| 30D | -7.4% | +10.8% | -18.3% | -9.4% |
| 3M | -4.8% | +38.0% | -42.7% | -11.3% |
| 6M | -2.4% | +77.4% | -79.8% | -14.4% |
| YTD | +12.4% | +17.2% | -4.7% | +6.9% |
| 1Y | +11.4% | +15.6% | -4.2% | +5.9% |
| 3Y | +85.4% | +95.6% | -10.2% | +49.2% |
| 5Y | +80.3% | -69.7% | +150.0% | +74.2% |
| All | +80.3% | -69.1% | +149.3% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling