+153.5%
QQQM vs DOCU
-70.8%
+224.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.6% |
| 7D | +0.4% | +6.9% | -6.5% | -1.0% |
| 30D | +0.2% | +19.0% | -18.8% | -3.5% |
| 3M | -2.8% | +34.3% | -37.1% | -9.2% |
| 6M | +18.1% | +48.0% | -29.9% | +7.3% |
| YTD | +17.4% | 0.0% | +17.3% | +15.4% |
| 1Y | +25.7% | -10.3% | +35.9% | +25.7% |
| 3Y | +94.1% | +32.4% | +61.7% | +71.1% |
| 5Y | +94.9% | -77.9% | +172.8% | +116.5% |
| All | +153.5% | -70.8% | +224.2% | +161.3% |
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