+8.0%
PL vs Q
+77.9%
-69.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +6.9% | +7.6% | +10.8% |
| 7D | +10.9% | +8.4% | +2.5% | +6.9% |
| 30D | -16.4% | -1.2% | -15.2% | -15.7% |
| 3M | -39.9% | -9.3% | -30.7% | -37.2% |
| 6M | -63.2% | -15.0% | -48.2% | -60.2% |
| YTD | -27.1% | +53.5% | -80.6% | -35.6% |
| 1Y | +12.2% | +35.9% | -23.7% | +3.5% |
| All | +8.0% | +77.9% | -69.9% | +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 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