-73.5%
QS vs DOCU
+15.6%
-89.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -5.6% | +1.6% | -7.2% | -5.7% |
| 30D | -5.8% | +10.8% | -16.7% | -6.6% |
| 3M | -39.2% | +38.0% | -77.1% | -40.8% |
| 6M | -53.9% | +77.4% | -131.3% | -55.9% |
| YTD | -62.8% | +17.2% | -79.9% | -61.7% |
| 1Y | -73.5% | +15.6% | -89.1% | -72.4% |
| All | -73.5% | +15.6% | -89.1% | -72.4% |
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