+116.4%
DOCN vs QSR
+23.8%
+92.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.5% | -12.6% | -4.8% |
| 7D | -20.0% | +5.2% | -25.2% | -18.1% |
| 30D | -38.8% | +12.2% | -51.0% | -35.7% |
| 3M | -34.8% | +7.0% | -41.9% | -32.8% |
| 6M | -22.8% | -0.3% | -22.5% | -19.0% |
| YTD | +74.6% | +18.0% | +56.6% | +80.0% |
| 1Y | +116.4% | +22.6% | +93.8% | +119.3% |
| All | +116.4% | +23.8% | +92.6% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling