+70.5%
DOCN vs QSR
+44.4%
+26.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.0% |
| 7D | -19.2% | +7.3% | -26.4% | -22.2% |
| 30D | -43.1% | +11.9% | -55.0% | -46.7% |
| 3M | -40.7% | +7.5% | -48.2% | -43.9% |
| 6M | -55.0% | +2.5% | -57.4% | -56.8% |
| YTD | +50.6% | +17.0% | +33.7% | +30.4% |
| 1Y | +54.0% | +18.1% | +35.8% | +31.8% |
| 3Y | +203.9% | +28.6% | +175.3% | +132.9% |
| 5Y | -29.4% | +55.8% | -85.1% | -58.3% |
| All | +70.5% | +44.4% | +26.2% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling