+113.6%
TQQQ vs DOCS
-19.4%
+133.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +18.6% | +0.1% | +18.6% | +18.7% |
| 30D | -24.0% | +8.7% | -32.7% | -25.9% |
| 3M | -19.6% | +32.9% | -52.4% | -27.3% |
| 6M | -19.8% | +25.5% | -45.3% | -29.4% |
| YTD | +14.3% | -25.0% | +39.3% | +20.1% |
| 1Y | +8.2% | -34.9% | +43.0% | +19.5% |
| 3Y | +203.4% | +39.3% | +164.1% | +122.5% |
| 5Y | +52.2% | -54.8% | +107.0% | +47.2% |
| All | +113.6% | -19.4% | +133.0% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling