-28.4%
QS vs DOC
+23.9%
-52.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.6% |
| 7D | -2.3% | -1.5% | -0.8% | -1.5% |
| 30D | -0.7% | -4.8% | +4.0% | +2.0% |
| 3M | -39.6% | +6.9% | -46.5% | -43.2% |
| 6M | -21.7% | +20.7% | -42.5% | -32.7% |
| YTD | -47.4% | +34.1% | -81.6% | -60.4% |
| 1Y | -28.4% | +22.6% | -51.0% | -37.2% |
| All | -28.4% | +23.9% | -52.2% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling