+60.1%
DOCN vs QS
-75.2%
+135.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.6% |
| 7D | +1.1% | -2.3% | +3.5% | +1.9% |
| 30D | -9.6% | -0.7% | -8.9% | -9.5% |
| 3M | -37.7% | -39.6% | +2.0% | -27.1% |
| 6M | +115.2% | -21.7% | +136.9% | +128.3% |
| YTD | +133.7% | -47.4% | +181.1% | +178.1% |
| 1Y | +250.2% | -28.4% | +278.5% | +252.0% |
| 3Y | +320.3% | -22.6% | +342.9% | +212.1% |
| All | +60.1% | -75.2% | +135.3% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling