+34.9%
ON vs Q
+75.3%
-40.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.3% | -6.8% | -5.9% |
| 7D | -2.2% | +6.7% | -8.9% | -6.2% |
| 30D | -12.4% | -10.6% | -1.8% | -6.4% |
| 3M | -41.2% | -14.6% | -26.6% | -33.5% |
| 6M | +25.0% | +12.1% | +12.9% | +25.6% |
| YTD | +31.3% | +51.3% | -20.0% | +20.7% |
| All | +34.9% | +75.3% | -40.4% | +25.9% |
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