+66.4%
DOCN vs QS
-92.9%
+159.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.2% | -8.6% | -13.5% |
| 7D | -29.3% | -2.1% | -27.1% | -28.7% |
| 30D | -46.0% | -11.6% | -34.4% | -43.8% |
| 3M | -43.2% | -25.5% | -17.7% | -37.6% |
| 6M | -53.7% | -43.4% | -10.3% | -45.3% |
| YTD | +46.9% | -60.6% | +107.5% | +90.8% |
| 1Y | +54.3% | -75.9% | +130.3% | +134.0% |
| 3Y | +185.5% | -32.5% | +218.1% | +123.1% |
| 5Y | -31.1% | -86.8% | +55.7% | -13.1% |
| All | +66.4% | -92.9% | +159.3% | +121.8% |
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