-61.5%
DOCS vs QS
-28.5%
-33.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.8% |
| 7D | -1.4% | -2.3% | +0.9% | -1.3% |
| 30D | +21.8% | -0.7% | +22.5% | +21.8% |
| 3M | +27.3% | -39.6% | +66.9% | +28.1% |
| 6M | -0.3% | -21.7% | +21.4% | -0.6% |
| YTD | -40.5% | -47.4% | +6.9% | -39.8% |
| 1Y | -61.5% | -28.4% | -33.2% | -59.9% |
| All | -61.5% | -28.5% | -33.1% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling