-56.8%
QS vs DOC
+3.7%
-60.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.6% |
| 7D | +5.4% | +6.5% | -1.0% | +0.5% |
| 30D | -5.3% | +9.2% | -14.5% | -11.6% |
| 3M | -22.6% | -2.5% | -20.1% | -21.3% |
| 6M | -46.2% | +7.1% | -53.2% | -49.9% |
| YTD | -58.9% | +33.0% | -91.9% | -68.4% |
| 1Y | -73.1% | +23.3% | -96.3% | -78.0% |
| 3Y | -27.2% | +44.9% | -72.1% | -47.9% |
| 5Y | -86.2% | -21.6% | -64.6% | -85.4% |
| All | -56.8% | +3.7% | -60.5% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling