+11.3%
O vs Q
+19.7%
-8.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +5.8% | -3.3% | +9.1% | +5.7% |
| 30D | +10.7% | -9.7% | +20.4% | +10.3% |
| 3M | -4.5% | -16.1% | +11.6% | -5.1% |
| 6M | -4.1% | -15.7% | +11.6% | -4.6% |
| YTD | +9.8% | +45.7% | -35.9% | +10.8% |
| 1Y | +11.3% | +18.0% | -6.7% | +13.6% |
| All | +11.3% | +19.7% | -8.4% | +13.6% |
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