-4.6%
LOW vs Q
+74.5%
-79.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.6% |
| 7D | +0.1% | +11.5% | -11.4% | -0.5% |
| 30D | +21.3% | -0.2% | +21.4% | +21.2% |
| 3M | +6.0% | -13.6% | +19.6% | +7.2% |
| 6M | +2.6% | -27.0% | +29.6% | +5.4% |
| YTD | -3.6% | +50.5% | -54.1% | -13.2% |
| 1Y | -1.0% | +33.8% | -34.7% | -9.3% |
| All | -4.6% | +74.5% | -79.1% | -12.1% |
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