-55.3%
QS vs DOC
+3.3%
-58.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +5.1% |
| 7D | +4.5% | +8.7% | -4.3% | -2.0% |
| 30D | -4.1% | +7.6% | -11.8% | -9.5% |
| 3M | -22.1% | -5.3% | -16.9% | -19.2% |
| 6M | -38.4% | +27.6% | -66.0% | -50.8% |
| YTD | -57.5% | +32.4% | -89.9% | -67.2% |
| 1Y | -71.3% | +22.9% | -94.2% | -76.5% |
| 3Y | -27.3% | +43.1% | -70.4% | -47.4% |
| 5Y | -86.0% | -21.4% | -64.6% | -85.1% |
| All | -55.3% | +3.3% | -58.5% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling