-53.8%
QS vs DOCU
-61.6%
+7.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | +13.7% | -4.8% | +18.5% | +15.9% |
| 30D | -0.2% | +9.4% | -9.6% | -4.0% |
| 3M | -24.8% | +29.0% | -53.9% | -33.3% |
| 6M | -39.4% | +62.3% | -101.7% | -51.9% |
| YTD | -56.1% | +13.7% | -69.8% | -60.5% |
| 1Y | -72.5% | +11.5% | -84.1% | -75.0% |
| 3Y | -16.3% | +94.2% | -110.5% | -46.5% |
| 5Y | -87.6% | -71.7% | -15.8% | -86.4% |
| All | -53.8% | -61.6% | +7.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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