+95.3%
DOCU vs QSR
+91.2%
+4.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -5.5% | +7.3% | -12.8% | -8.0% |
| 30D | +12.6% | +11.9% | +0.7% | +8.1% |
| 3M | +36.4% | +7.5% | +28.9% | +32.6% |
| 6M | +66.8% | +2.5% | +64.3% | +64.9% |
| YTD | +13.5% | +17.0% | -3.5% | +6.8% |
| 1Y | +11.3% | +18.1% | -6.8% | +4.2% |
| 3Y | +92.1% | +28.6% | +63.4% | +72.8% |
| 5Y | -71.0% | +55.8% | -126.8% | -75.7% |
| All | +95.3% | +91.2% | +4.2% | +51.7% |
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