-51.6%
DOCS vs Q
+56.5%
-108.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.4% | +3.1% | -4.2% |
| 7D | -1.3% | -10.3% | +9.0% | -1.3% |
| 30D | +19.4% | -17.7% | +37.0% | +19.4% |
| 3M | +53.4% | -18.8% | +72.2% | +53.5% |
| 6M | +28.8% | -24.8% | +53.5% | +27.1% |
| YTD | -25.1% | +35.0% | -60.1% | -30.9% |
| 1Y | -48.1% | +10.7% | -58.9% | -49.9% |
| All | -51.6% | +56.5% | -108.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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