+22.3%
ALL vs Q
+1.4%
+21.0%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.0% |
| 7D | 0.0% | +0.2% | -0.2% | +0.1% |
| 30D | -1.5% | -11.1% | +9.6% | -3.4% |
| 3M | +23.6% | -22.1% | +45.7% | +19.5% |
| 6M | +22.3% | +0.5% | +21.9% | +19.6% |
| All | +22.3% | +1.4% | +21.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling