+103.1%
DOCN vs QS
-93.7%
+196.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.2% | +1.0% | -2.5% |
| 7D | +19.1% | -14.0% | +33.1% | +24.6% |
| 30D | -21.0% | -6.4% | -14.7% | -19.8% |
| 3M | -34.7% | -40.3% | +5.5% | -23.2% |
| 6M | -45.8% | -57.5% | +11.7% | -29.9% |
| YTD | +79.4% | -64.7% | +144.1% | +140.5% |
| 1Y | +91.0% | -72.9% | +163.9% | +178.0% |
| 3Y | +237.5% | -33.5% | +270.9% | +160.3% |
| 5Y | -30.4% | -90.5% | +60.1% | -4.8% |
| All | +103.1% | -93.7% | +196.8% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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