+42.9%
DE vs Q
+78.4%
-35.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -3.0% | +6.6% | -9.6% | -4.0% |
| 30D | +11.1% | -6.6% | +17.7% | +12.2% |
| 3M | +17.6% | -13.2% | +30.8% | +19.8% |
| 6M | +13.6% | +9.9% | +3.6% | +11.5% |
| YTD | +46.3% | +53.9% | -7.7% | +40.0% |
| All | +42.9% | +78.4% | -35.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling