-38.8%
DOCS vs QSR
+43.1%
-81.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.6% | +4.5% | -5.0% | -2.4% |
| 30D | +6.3% | +9.4% | -3.1% | +2.2% |
| 3M | +26.5% | +7.5% | +19.0% | +22.4% |
| 6M | +24.8% | -0.8% | +25.6% | +25.0% |
| YTD | -26.8% | +16.9% | -43.7% | -32.1% |
| 1Y | -38.3% | +16.3% | -54.6% | -42.7% |
| 3Y | +36.0% | +25.3% | +10.8% | +15.4% |
| 5Y | -55.0% | +60.4% | -115.3% | -69.7% |
| All | -38.8% | +43.1% | -81.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling