-50.3%
DOCS vs QS
-81.4%
+31.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +39.5% |
| 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% | -18.3% |
| 5Y | -73.4% | -75.6% | +2.2% | -72.3% |
| All | -50.3% | -81.4% | +31.1% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling