-73.2%
DOCS vs QS
-75.2%
+2.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.9% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | +21.8% | -0.7% | +22.5% | +22.1% |
| 3M | +27.3% | -39.6% | +66.9% | +39.6% |
| 6M | -0.3% | -21.7% | +21.4% | +2.0% |
| YTD | -40.5% | -47.4% | +6.9% | -34.4% |
| 1Y | -61.5% | -28.4% | -33.2% | -62.9% |
| 3Y | +8.2% | -22.6% | +30.8% | -18.8% |
| All | -73.2% | -75.2% | +2.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling