+4.3%
AR vs Q
+1.4%
+2.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.5% |
| 7D | +2.5% | +0.2% | +2.3% | +2.6% |
| 30D | +14.8% | -11.1% | +25.9% | +13.0% |
| 3M | +6.2% | -22.1% | +28.4% | +3.6% |
| 6M | +4.3% | +0.5% | +3.8% | +7.0% |
| All | +4.3% | +1.4% | +2.9% | +7.0% |
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