-40.1%
ON vs Q
-20.9%
-19.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -4.7% |
| 7D | -11.7% | +0.3% | -11.9% | -11.7% |
| 30D | -23.3% | -9.8% | -13.5% | -16.5% |
| 3M | -19.2% | -12.2% | -7.0% | -10.4% |
| 6M | -40.1% | -21.6% | -18.5% | -23.0% |
| All | -40.1% | -20.9% | -19.3% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling