-86.8%
QS vs DOC
-22.1%
-64.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.0% |
| 7D | -2.1% | +6.2% | -8.4% | -7.1% |
| 30D | -11.6% | +6.5% | -18.1% | -16.5% |
| 3M | -25.5% | -6.2% | -19.3% | -21.6% |
| 6M | -43.4% | +25.6% | -69.0% | -55.8% |
| YTD | -60.6% | +32.1% | -92.6% | -70.9% |
| 1Y | -75.9% | +20.3% | -96.2% | -80.6% |
| 3Y | -32.5% | +42.7% | -75.3% | -55.4% |
| 5Y | -86.8% | -22.2% | -64.6% | -83.9% |
| All | -86.8% | -22.1% | -64.7% | -83.9% |
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