+46.3%
DE vs Q
+80.0%
-33.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +2.3% | +6.6% | -4.3% | +1.3% |
| 30D | +9.3% | +2.7% | +6.6% | +8.7% |
| 3M | +12.2% | -8.4% | +20.6% | +13.3% |
| 6M | +18.1% | -17.3% | +35.4% | +20.6% |
| YTD | +49.8% | +55.3% | -5.5% | +42.8% |
| 1Y | +46.4% | +31.5% | +14.9% | +41.8% |
| All | +46.3% | +80.0% | -33.7% | +41.5% |
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 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