-58.5%
QS vs DOCU
-61.0%
+2.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.0% | -5.3% | -6.4% |
| 7D | -2.1% | -3.2% | +1.1% | -0.8% |
| 30D | -11.6% | +15.7% | -27.3% | -16.9% |
| 3M | -25.5% | +37.3% | -62.8% | -35.5% |
| 6M | -43.4% | +63.1% | -106.5% | -55.3% |
| YTD | -60.6% | +15.4% | -75.9% | -64.6% |
| 1Y | -75.9% | +11.3% | -87.2% | -78.1% |
| 3Y | -32.5% | +92.1% | -124.6% | -56.5% |
| 5Y | -86.8% | -70.5% | -16.3% | -85.7% |
| All | -58.5% | -61.0% | +2.5% | -49.9% |
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 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