-27.5%
DOCN vs QSR
+53.9%
-81.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +19.1% | -2.9% | +22.0% | +20.8% |
| 30D | -21.0% | +4.1% | -25.2% | -23.5% |
| 3M | -34.7% | -0.7% | -34.1% | -35.8% |
| 6M | -45.8% | +0.4% | -46.2% | -47.8% |
| YTD | +79.4% | +13.5% | +65.9% | +54.8% |
| 1Y | +91.0% | +11.0% | +80.0% | +67.4% |
| 3Y | +237.5% | +22.0% | +215.5% | +155.2% |
| All | -27.5% | +53.9% | -81.4% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling