-51.1%
DOCS vs QS
-87.0%
+35.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -2.8% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | +19.4% | -11.6% | +31.0% | +22.4% |
| 3M | +53.4% | -25.5% | +78.9% | +62.8% |
| 6M | +28.8% | -43.4% | +72.1% | +41.2% |
| YTD | -25.1% | -60.6% | +35.5% | -12.6% |
| 1Y | -48.1% | -75.9% | +27.8% | -32.8% |
| 3Y | +51.4% | -32.5% | +83.9% | +14.2% |
| 5Y | -51.1% | -86.8% | +35.7% | -37.6% |
| All | -51.1% | -87.0% | +35.9% | -37.6% |
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