+8.9%
DOCS vs QSR
+26.9%
-18.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | +2.4% | -3.9% | -1.8% |
| 30D | +21.8% | +7.6% | +14.2% | +20.3% |
| 3M | +27.3% | +12.6% | +14.7% | +24.9% |
| 6M | -0.3% | +14.4% | -14.7% | -2.4% |
| YTD | -40.5% | +19.6% | -60.1% | -42.0% |
| 1Y | -61.5% | +33.9% | -95.4% | -63.0% |
| All | +8.9% | +26.9% | -18.0% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling