-55.3%
QS vs DOCU
-60.2%
+4.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +4.5% | -3.7% | +8.2% | +6.0% |
| 30D | -4.1% | +15.0% | -19.1% | -9.7% |
| 3M | -22.1% | +39.9% | -62.0% | -33.1% |
| 6M | -38.4% | +66.2% | -104.5% | -51.8% |
| YTD | -57.5% | +17.7% | -75.2% | -62.2% |
| 1Y | -71.3% | +13.7% | -85.0% | -74.1% |
| 3Y | -27.3% | +95.9% | -123.2% | -53.5% |
| 5Y | -86.0% | -71.7% | -14.3% | -84.8% |
| All | -55.3% | -60.2% | +4.9% | -46.5% |
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