+26.7%
COMP vs Q
+68.3%
-41.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.8% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | +16.6% | -2.7% | +19.2% | +17.1% |
| 3M | -23.5% | -16.9% | -6.6% | -19.5% |
| 6M | +25.7% | -26.9% | +52.6% | +35.6% |
| YTD | -3.4% | +45.2% | -48.6% | -16.3% |
| 1Y | +7.6% | +38.1% | -30.6% | -2.8% |
| All | +26.7% | +68.3% | -41.6% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling