-37.1%
DOCS vs QSR
+39.0%
-76.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +2.6% | -2.9% | +5.5% | +3.9% |
| 30D | +11.4% | +4.1% | +7.3% | +9.5% |
| 3M | +25.4% | -0.7% | +26.0% | +25.6% |
| 6M | +42.5% | +0.4% | +42.1% | +41.9% |
| YTD | -24.7% | +13.5% | -38.2% | -29.3% |
| 1Y | -32.9% | +11.0% | -43.9% | -36.5% |
| 3Y | +39.6% | +22.0% | +17.6% | +19.8% |
| 5Y | -54.6% | +57.1% | -111.7% | -69.1% |
| All | -37.1% | +39.0% | -76.1% | -53.3% |
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