+22.2%
MAR vs Q
+75.3%
-53.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.5% |
| 7D | -1.7% | +6.7% | -8.5% | -2.3% |
| 30D | -6.9% | -10.6% | +3.7% | -6.1% |
| 3M | -15.8% | -14.6% | -1.2% | -15.4% |
| 6M | +1.9% | +12.1% | -10.1% | -3.2% |
| YTD | +6.6% | +51.3% | -44.6% | -1.7% |
| All | +22.2% | +75.3% | -53.1% | +16.5% |
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 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