+200.0%
QSR vs DOC
-7.4%
+207.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.3% |
| 7D | +5.2% | +8.7% | -3.6% | +2.0% |
| 30D | +12.2% | +7.6% | +4.5% | +9.1% |
| 3M | +7.0% | -5.3% | +12.3% | +9.1% |
| 6M | -0.3% | +27.6% | -27.9% | -10.2% |
| YTD | +18.0% | +32.4% | -14.4% | +4.4% |
| 1Y | +22.6% | +22.9% | -0.2% | +11.6% |
| 3Y | +28.2% | +43.1% | -14.8% | +7.0% |
| 5Y | +62.1% | -21.4% | +83.5% | +71.3% |
| 10Y | +142.6% | +16.8% | +125.8% | +111.3% |
| All | +200.0% | -7.4% | +207.4% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling