+84.2%
DOCN vs QS
-92.1%
+176.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.8% | +1.3% | +5.8% |
| 7D | -12.8% | +13.7% | -26.5% | -16.3% |
| 30D | -41.9% | -0.2% | -41.7% | -41.9% |
| 3M | -36.9% | -24.8% | -12.1% | -30.9% |
| 6M | -52.2% | -39.4% | -12.9% | -44.8% |
| YTD | +62.7% | -56.1% | +118.9% | +104.2% |
| 1Y | +58.2% | -72.5% | +130.7% | +130.2% |
| 3Y | +219.5% | -16.3% | +235.8% | +129.3% |
| 5Y | -32.9% | -87.6% | +54.7% | -15.2% |
| All | +84.2% | -92.1% | +176.4% | +137.4% |
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