-62.8%
QS vs DOCU
-60.1%
-2.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -5.9% | -5.5% |
| 7D | -14.0% | +4.1% | -18.1% | -15.5% |
| 30D | -6.4% | +7.4% | -13.7% | -9.2% |
| 3M | -40.3% | +26.0% | -66.3% | -46.2% |
| 6M | -57.5% | +79.2% | -136.7% | -67.6% |
| YTD | -64.7% | +18.1% | -82.8% | -68.7% |
| 1Y | -72.9% | +20.5% | -93.4% | -76.2% |
| 3Y | -33.5% | +96.4% | -129.9% | -57.6% |
| 5Y | -90.5% | -69.5% | -21.0% | -89.9% |
| All | -62.8% | -60.1% | -2.8% | -55.6% |
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