-50.3%
DOCS vs QSR
+46.4%
-96.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | +2.4% | -3.9% | -2.4% |
| 30D | +21.8% | +7.6% | +14.2% | +18.0% |
| 3M | +27.3% | +12.6% | +14.7% | +20.8% |
| 6M | -0.3% | +14.4% | -14.7% | -6.5% |
| YTD | -40.5% | +19.6% | -60.1% | -45.4% |
| 1Y | -61.5% | +33.9% | -95.4% | -66.6% |
| 3Y | +8.2% | +27.1% | -18.9% | -8.9% |
| 5Y | -73.4% | +48.5% | -122.0% | -80.9% |
| All | -50.3% | +46.4% | -96.7% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling