-14.6%
PL vs Q
+56.5%
-71.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.4% | -2.8% | -6.5% |
| 7D | -20.5% | -10.3% | -10.3% | -15.9% |
| 30D | -38.8% | -17.7% | -21.1% | -32.7% |
| 3M | -49.1% | -18.8% | -30.3% | -43.8% |
| 6M | -69.4% | -24.8% | -44.6% | -64.7% |
| YTD | -42.3% | +35.0% | -77.4% | -45.8% |
| 1Y | -14.2% | +10.7% | -24.9% | -12.3% |
| All | -14.6% | +56.5% | -71.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling