+101.7%
DOCU vs QSR
+88.7%
+13.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +3.7% |
| 7D | -0.4% | -2.2% | +1.8% | +0.3% |
| 30D | +12.9% | +7.8% | +5.1% | +9.8% |
| 3M | +35.1% | +5.5% | +29.6% | +32.2% |
| 6M | +76.2% | -0.2% | +76.4% | +75.7% |
| YTD | +17.2% | +15.4% | +1.8% | +10.8% |
| 1Y | +16.4% | +15.3% | +1.1% | +10.0% |
| 3Y | +95.6% | +23.7% | +71.9% | +78.4% |
| 5Y | -68.5% | +60.4% | -128.9% | -73.7% |
| All | +101.7% | +88.7% | +13.1% | +57.4% |
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