-75.3%
QS vs DOC
-24.5%
-50.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +2.1% |
| 7D | -2.3% | -1.5% | -0.8% | -1.1% |
| 30D | -0.7% | -4.8% | +4.0% | +3.2% |
| 3M | -39.6% | +6.9% | -46.5% | -44.1% |
| 6M | -21.7% | +20.7% | -42.5% | -35.7% |
| YTD | -47.4% | +34.1% | -81.6% | -61.2% |
| 1Y | -28.4% | +22.6% | -51.0% | -41.9% |
| 3Y | -22.6% | +20.8% | -43.4% | -38.0% |
| All | -75.3% | -24.5% | -50.8% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling