-38.0%
DOCS vs QSR
+42.9%
-80.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | 0.0% | +3.9% | -3.9% | -1.6% |
| 30D | +7.8% | +9.3% | -1.5% | +3.7% |
| 3M | +20.0% | +5.9% | +14.1% | +16.9% |
| 6M | +26.5% | -1.0% | +27.5% | +26.8% |
| YTD | -25.8% | +16.7% | -42.5% | -31.1% |
| 1Y | -39.5% | +18.6% | -58.0% | -44.3% |
| 3Y | +60.3% | +25.4% | +35.0% | +36.0% |
| 5Y | -57.0% | +59.0% | -116.0% | -71.0% |
| All | -38.0% | +42.9% | -80.8% | -54.5% |
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