-16.3%
LOW vs Q
+75.3%
-91.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.0% |
| 7D | +0.4% | +6.7% | -6.4% | -0.2% |
| 30D | -10.1% | -10.6% | +0.5% | -9.3% |
| 3M | -2.9% | -14.6% | +11.7% | -2.4% |
| 6M | -19.4% | +12.1% | -31.5% | -23.7% |
| YTD | -15.4% | +51.3% | -66.7% | -23.8% |
| All | -16.3% | +75.3% | -91.6% | -22.8% |
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