+140.9%
QSR vs DOC
+21.2%
+119.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -0.9% | -2.1% | -2.6% |
| 30D | +4.1% | +7.7% | -3.6% | +1.1% |
| 3M | -0.7% | -2.0% | +1.3% | 0.0% |
| 6M | +0.4% | +5.9% | -5.4% | -2.0% |
| YTD | +13.5% | +31.8% | -18.3% | 0.0% |
| 1Y | +11.0% | +22.5% | -11.5% | +0.7% |
| 3Y | +22.0% | +54.7% | -32.7% | -2.8% |
| 5Y | +57.1% | -21.3% | +78.4% | +67.3% |
| All | +140.9% | +21.2% | +119.7% | +113.5% |
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