+70.5%
DOCN vs QS
-92.6%
+163.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.2% |
| 7D | -19.2% | +5.4% | -24.6% | -20.5% |
| 30D | -43.1% | -5.3% | -37.7% | -42.1% |
| 3M | -40.7% | -22.6% | -18.1% | -35.7% |
| 6M | -55.0% | -46.2% | -8.8% | -45.9% |
| YTD | +50.6% | -58.9% | +109.5% | +93.0% |
| 1Y | +54.0% | -73.1% | +127.0% | +125.4% |
| 3Y | +203.9% | -27.2% | +231.1% | +130.5% |
| 5Y | -29.4% | -86.2% | +56.8% | -12.1% |
| All | +70.5% | -92.6% | +163.2% | +124.4% |
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