+6.6%
PL vs Q
+30.6%
-24.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +5.6% | +4.0% | +1.6% | +3.9% |
| 30D | -16.9% | -2.3% | -14.6% | -15.8% |
| 3M | -38.2% | -7.9% | -30.3% | -35.8% |
| 6M | -63.4% | -16.0% | -47.5% | -60.2% |
| YTD | -27.6% | +51.7% | -79.3% | -35.1% |
| 1Y | +6.6% | +28.3% | -21.7% | +2.6% |
| All | +6.6% | +30.6% | -24.0% | +2.6% |
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