+14.4%
COMP vs Q
+56.5%
-42.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.4% | -0.8% | -6.0% |
| 7D | -1.8% | -10.3% | +8.5% | +1.3% |
| 30D | -0.8% | -17.7% | +16.9% | +4.8% |
| 3M | -28.1% | -18.8% | -9.3% | -24.1% |
| 6M | +27.0% | -24.8% | +51.8% | +33.4% |
| YTD | -12.8% | +35.0% | -47.8% | -22.9% |
| 1Y | +4.9% | +10.7% | -5.8% | +4.7% |
| All | +14.4% | +56.5% | -42.1% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling