+164.6%
DOCN vs QSR
+47.7%
+117.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.1% | +2.4% | -1.3% | -0.2% |
| 30D | -9.6% | +7.6% | -17.3% | -13.6% |
| 3M | -37.7% | +12.6% | -50.3% | -42.9% |
| 6M | +115.2% | +14.4% | +100.8% | +93.3% |
| YTD | +133.7% | +19.6% | +114.1% | +102.1% |
| 1Y | +250.2% | +33.9% | +216.3% | +177.5% |
| 3Y | +320.3% | +27.1% | +293.2% | +230.8% |
| 5Y | +53.1% | +48.5% | +4.6% | -8.7% |
| All | +164.6% | +47.7% | +117.0% | +58.5% |
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