+26.7%
COMP vs Q
+66.4%
-39.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.3% | +4.4% | +8.8% |
| 7D | +13.4% | +0.3% | +13.2% | +13.4% |
| 30D | +11.1% | -9.8% | +20.9% | +14.2% |
| 3M | -18.8% | -12.2% | -6.6% | -16.3% |
| 6M | +10.5% | -21.6% | +32.1% | +14.9% |
| YTD | -3.4% | +43.6% | -47.0% | -16.1% |
| 1Y | +19.7% | +25.7% | -6.0% | +13.3% |
| All | +26.7% | +66.4% | -39.7% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling