+57.5%
QSR vs DOC
-22.1%
+79.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +7.6% | +6.2% | +1.4% | +6.1% |
| 30D | +11.8% | +6.5% | +5.4% | +10.1% |
| 3M | +6.4% | -6.2% | +12.6% | +8.0% |
| 6M | -2.1% | +25.6% | -27.7% | -7.7% |
| YTD | +18.3% | +32.1% | -13.8% | +9.7% |
| 1Y | +21.4% | +20.3% | +1.1% | +15.5% |
| 3Y | +28.5% | +42.7% | -14.2% | +14.4% |
| 5Y | +57.5% | -22.2% | +79.6% | +72.7% |
| All | +57.5% | -22.1% | +79.5% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling