-32.9%
DOCN vs QS
-88.0%
+55.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.8% | +1.3% | +5.7% |
| 7D | -12.8% | +13.7% | -26.5% | -16.5% |
| 30D | -41.9% | -0.2% | -41.7% | -41.9% |
| 3M | -36.9% | -24.8% | -12.1% | -30.6% |
| 6M | -52.2% | -39.4% | -12.9% | -44.5% |
| YTD | +62.7% | -56.1% | +118.9% | +106.1% |
| 1Y | +58.2% | -72.5% | +130.7% | +134.1% |
| 3Y | +219.5% | -16.3% | +235.8% | +116.8% |
| 5Y | -32.9% | -87.6% | +54.7% | +7.6% |
| All | -32.9% | -88.0% | +55.1% | +7.6% |
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