+371.8%
DOCN vs QSR
+28.6%
+343.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.4% | +15.0% | +13.3% |
| 7D | +16.3% | +0.1% | +16.3% | +16.1% |
| 30D | +2.0% | +5.9% | -3.9% | -0.2% |
| 3M | -25.2% | +10.5% | -35.6% | -28.6% |
| 6M | +132.7% | +7.7% | +125.0% | +123.1% |
| YTD | +163.3% | +16.8% | +146.5% | +141.8% |
| 1Y | +280.3% | +30.9% | +249.5% | +227.4% |
| 3Y | +371.8% | +28.2% | +343.7% | +272.4% |
| All | +371.8% | +28.6% | +343.2% | +272.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling