-4.7%
IR vs Q
+71.3%
-76.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | -15.1% | -11.1% | -4.0% | -13.1% |
| 3M | +6.1% | -22.1% | +28.2% | +11.1% |
| 6M | -16.8% | +0.5% | -17.3% | -20.0% |
| YTD | -3.5% | +47.8% | -51.4% | -14.5% |
| All | -4.7% | +71.3% | -76.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling