+30.9%
DOCU vs QSR
+26.9%
+4.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | +2.4% | +4.5% | +5.9% |
| 30D | +19.0% | +7.6% | +11.4% | +15.6% |
| 3M | +34.3% | +12.6% | +21.7% | +28.4% |
| 6M | +48.0% | +14.4% | +33.6% | +40.4% |
| YTD | 0.0% | +19.6% | -19.6% | -6.7% |
| 1Y | -10.3% | +33.9% | -44.1% | -19.9% |
| All | +30.9% | +26.9% | +4.0% | +15.9% |
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