+55.8%
DOCS vs QS
-33.2%
+88.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -3.7% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | +19.4% | -11.6% | +31.0% | +20.5% |
| 3M | +53.4% | -25.5% | +78.9% | +56.7% |
| 6M | +28.8% | -43.4% | +72.1% | +32.9% |
| YTD | -25.1% | -60.6% | +35.5% | -21.0% |
| 1Y | -48.1% | -75.9% | +27.8% | -43.4% |
| All | +55.8% | -33.2% | +88.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling