-73.1%
QS vs DOCU
+10.1%
-83.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.3% |
| 7D | +5.4% | -5.5% | +11.0% | +5.9% |
| 30D | -5.3% | +12.6% | -18.0% | -6.1% |
| 3M | -22.6% | +36.4% | -59.0% | -24.6% |
| 6M | -46.2% | +66.8% | -113.0% | -48.2% |
| YTD | -58.9% | +13.5% | -72.4% | -57.8% |
| 1Y | -73.1% | +11.3% | -84.4% | -71.9% |
| All | -73.1% | +10.1% | -83.2% | -71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling