-54.2%
DOCS vs QSR
+54.8%
-109.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -0.8% | +7.3% | -8.1% | -3.8% |
| 30D | +17.4% | +11.9% | +5.5% | +11.8% |
| 3M | +57.4% | +7.5% | +49.9% | +52.5% |
| 6M | +26.5% | +2.5% | +24.1% | +25.0% |
| YTD | -26.6% | +17.0% | -43.5% | -32.0% |
| 1Y | -48.1% | +18.1% | -66.2% | -52.1% |
| 3Y | +52.6% | +28.6% | +24.0% | +26.0% |
| All | -54.2% | +54.8% | -109.0% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling