+203.9%
DOCN vs QS
-30.4%
+234.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.6% |
| 7D | -19.2% | +5.4% | -24.6% | -20.1% |
| 30D | -43.1% | -5.3% | -37.7% | -42.4% |
| 3M | -40.7% | -22.6% | -18.1% | -37.4% |
| 6M | -55.0% | -46.2% | -8.8% | -49.2% |
| YTD | +50.6% | -58.9% | +109.5% | +76.8% |
| 1Y | +54.0% | -73.1% | +127.0% | +95.6% |
| 3Y | +203.9% | -27.2% | +231.1% | +171.6% |
| All | +203.9% | -30.4% | +234.3% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling