+164.6%
DOCN vs QS
-90.6%
+255.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.4% |
| 6M | +115.2% | -21.7% | +136.9% | +128.0% |
| YTD | +133.7% | -47.4% | +181.1% | +176.8% |
| 1Y | +250.2% | -28.4% | +278.5% | +252.9% |
| 3Y | +320.3% | -22.6% | +342.9% | +219.7% |
| 5Y | +53.1% | -75.6% | +128.7% | +65.3% |
| All | +164.6% | -90.6% | +255.2% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling