+101.7%
DOCU vs QSR
+85.7%
+16.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | +1.6% | -3.9% | +5.5% | +3.0% |
| 30D | +10.8% | +5.9% | +4.9% | +8.5% |
| 3M | +38.0% | +1.7% | +36.3% | +36.8% |
| 6M | +77.4% | -1.9% | +79.3% | +78.0% |
| YTD | +17.2% | +13.6% | +3.5% | +11.5% |
| 1Y | +15.6% | +13.1% | +2.4% | +9.9% |
| 3Y | +95.6% | +21.8% | +73.8% | +79.4% |
| 5Y | -69.7% | +57.2% | -126.9% | -74.6% |
| All | +101.7% | +85.7% | +16.0% | +58.2% |
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