+130.4%
QSR vs DOC
+21.1%
+109.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.9% |
| 7D | +3.9% | +5.9% | -2.0% | +1.6% |
| 30D | +9.3% | +10.3% | -1.0% | +5.2% |
| 3M | +5.9% | -2.2% | +8.1% | +6.7% |
| 6M | -1.0% | +8.2% | -9.2% | -4.2% |
| YTD | +16.7% | +35.4% | -18.7% | +1.8% |
| 1Y | +18.6% | +23.6% | -5.0% | +7.3% |
| 3Y | +25.4% | +57.3% | -31.9% | -0.6% |
| 5Y | +59.0% | -19.6% | +78.6% | +67.9% |
| 10Y | +130.4% | +20.8% | +109.6% | +100.2% |
| All | +130.4% | +21.1% | +109.3% | +100.2% |
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