-37.0%
DOCS vs QS
-73.9%
+36.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +3.1% |
| 7D | -4.2% | -5.0% | +0.8% | -3.7% |
| 30D | +8.6% | -1.4% | +10.0% | +8.6% |
| 3M | +27.2% | -33.6% | +60.8% | +30.8% |
| 6M | +26.5% | -47.6% | +74.1% | +28.0% |
| YTD | -25.0% | -59.6% | +34.6% | -23.2% |
| 1Y | -37.0% | -73.5% | +36.6% | -28.7% |
| All | -37.0% | -73.9% | +36.9% | -28.7% |
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