-54.2%
DOCS vs QS
-86.5%
+32.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.2% | -2.9% |
| 7D | -0.8% | +5.4% | -6.2% | -1.9% |
| 30D | +17.4% | -5.3% | +22.7% | +18.5% |
| 3M | +57.4% | -22.6% | +80.0% | +65.6% |
| 6M | +26.5% | -46.2% | +72.7% | +40.4% |
| YTD | -26.6% | -58.9% | +32.3% | -15.1% |
| 1Y | -48.1% | -73.1% | +25.0% | -34.3% |
| 3Y | +52.6% | -27.2% | +79.8% | +12.1% |
| All | -54.2% | -86.5% | +32.2% | -30.9% |
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 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