-69.4%
PL vs Q
-23.4%
-46.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.4% | -2.8% | -4.7% |
| 7D | -20.5% | -10.3% | -10.3% | -13.7% |
| 30D | -38.8% | -17.7% | -21.1% | -29.4% |
| 3M | -49.1% | -18.8% | -30.3% | -40.9% |
| 6M | -69.4% | -24.8% | -44.6% | -63.1% |
| All | -69.4% | -23.4% | -46.0% | -63.1% |
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 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