+34.7%
ON vs Q
+78.4%
-43.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.2% |
| 7D | -1.9% | +6.6% | -8.5% | -5.8% |
| 30D | -11.0% | -6.6% | -4.5% | -7.5% |
| 3M | -39.3% | -13.2% | -26.1% | -32.1% |
| 6M | +19.8% | +9.9% | +9.9% | +20.6% |
| YTD | +31.1% | +53.9% | -22.9% | +19.2% |
| All | +34.7% | +78.4% | -43.7% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling