+72.2%
DOCU vs QSR
+95.5%
-23.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | +2.4% | +4.5% | +6.0% |
| 30D | +19.0% | +7.6% | +11.4% | +15.8% |
| 3M | +34.3% | +12.6% | +21.7% | +28.6% |
| 6M | +48.0% | +14.4% | +33.6% | +40.8% |
| YTD | 0.0% | +19.6% | -19.6% | -6.5% |
| 1Y | -10.3% | +33.9% | -44.1% | -19.6% |
| 3Y | +32.4% | +27.1% | +5.3% | +19.6% |
| 5Y | -77.9% | +48.5% | -126.5% | -81.4% |
| All | +72.2% | +95.5% | -23.4% | +32.8% |
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