+125.9%
QSR vs DOC
-2.1%
+128.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | +7.6% | -4.8% | +12.4% | +9.7% |
| 3M | +12.6% | +6.9% | +5.7% | +9.7% |
| 6M | +14.4% | +20.7% | -6.4% | +4.9% |
| YTD | +19.6% | +34.1% | -14.5% | +4.9% |
| 1Y | +33.9% | +22.6% | +11.2% | +21.3% |
| 3Y | +27.1% | +20.8% | +6.3% | +13.1% |
| 5Y | +48.5% | -24.9% | +73.4% | +61.7% |
| All | +125.9% | -2.1% | +128.0% | +114.8% |
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