-44.6%
QS vs DOCU
-66.2%
+21.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -1.0% |
| 7D | -2.3% | +6.9% | -9.2% | -5.0% |
| 30D | -0.7% | +19.0% | -19.7% | -8.2% |
| 3M | -39.6% | +34.3% | -73.9% | -47.3% |
| 6M | -21.7% | +48.0% | -69.7% | -36.0% |
| YTD | -47.4% | 0.0% | -47.4% | -49.7% |
| 1Y | -28.4% | -10.3% | -18.1% | -28.1% |
| 3Y | -22.6% | +32.4% | -55.0% | -40.6% |
| 5Y | -75.6% | -77.9% | +2.3% | -71.4% |
| All | -44.6% | -66.2% | +21.5% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling