+131.6%
QQQM vs DOCU
-66.8%
+198.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.6% |
| 7D | -5.0% | -5.5% | +0.6% | -3.9% |
| 30D | -13.4% | +12.6% | -26.0% | -15.5% |
| 3M | -8.1% | +36.4% | -44.5% | -14.2% |
| 6M | -5.4% | +66.8% | -72.2% | -16.0% |
| YTD | +7.2% | +13.5% | -6.2% | +2.4% |
| 1Y | +7.8% | +11.3% | -3.5% | +3.2% |
| 3Y | +81.2% | +92.1% | -10.9% | +46.9% |
| 5Y | +70.2% | -71.0% | +141.2% | +78.9% |
| All | +131.6% | -66.8% | +198.4% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling