+142.2%
QSR vs DOC
+23.6%
+118.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.2% | +1.0% | -3.2% | -2.6% |
| 30D | +7.8% | +8.1% | -0.3% | +4.5% |
| 3M | +5.5% | +0.9% | +4.6% | +5.0% |
| 6M | -0.2% | +6.3% | -6.5% | -2.8% |
| YTD | +15.4% | +33.8% | -18.4% | +1.1% |
| 1Y | +15.3% | +21.6% | -6.3% | +5.0% |
| 3Y | +23.7% | +53.4% | -29.7% | -0.8% |
| 5Y | +60.4% | -21.0% | +81.4% | +70.6% |
| 10Y | +142.2% | +22.5% | +119.7% | +114.6% |
| All | +142.2% | +23.6% | +118.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling