-24.7%
QS vs DOCU
+94.9%
-119.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +4.5% | -3.7% | +8.2% | +5.4% |
| 30D | -4.1% | +15.0% | -19.1% | -7.4% |
| 3M | -22.1% | +39.9% | -62.0% | -28.9% |
| 6M | -38.4% | +66.2% | -104.5% | -46.8% |
| YTD | -57.5% | +17.7% | -75.2% | -59.7% |
| 1Y | -71.3% | +13.7% | -85.0% | -72.4% |
| All | -24.7% | +94.9% | -119.6% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling