+20.7%
AR vs Q
+71.3%
-50.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +14.8% | -11.1% | +25.9% | +14.1% |
| 3M | +6.2% | -22.1% | +28.4% | +5.2% |
| 6M | +4.3% | +0.5% | +3.8% | +3.7% |
| YTD | +14.4% | +47.8% | -33.4% | +9.7% |
| All | +20.7% | +71.3% | -50.7% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling