+17.5%
P vs Q
+19.7%
-2.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | -19.4% | -3.3% | -16.1% | -17.8% |
| 30D | -22.3% | -9.7% | -12.6% | -18.0% |
| 3M | +33.2% | -16.1% | +49.3% | +45.2% |
| 6M | +53.6% | -15.7% | +69.3% | +65.4% |
| YTD | +66.8% | +45.7% | +21.1% | +33.0% |
| 1Y | +17.5% | +18.0% | -0.5% | +1.1% |
| All | +17.5% | +19.7% | -2.2% | +1.1% |
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