+66.8%
DOCU vs QSR
-2.5%
+69.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -5.5% | +7.3% | -12.8% | -8.5% |
| 30D | +12.6% | +11.9% | +0.7% | +7.1% |
| 3M | +36.4% | +7.5% | +28.9% | +31.0% |
| 6M | +66.8% | +2.5% | +64.3% | +64.9% |
| All | +66.8% | -2.5% | +69.3% | +64.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling