+36.1%
PL vs Q
+71.3%
-35.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -2.0% |
| 7D | -9.3% | +0.2% | -9.6% | -9.4% |
| 30D | -18.9% | -11.1% | -7.8% | -14.5% |
| 3M | -58.4% | -22.1% | -36.2% | -53.6% |
| 6M | -30.3% | +0.5% | -30.8% | -26.9% |
| YTD | -8.1% | +47.8% | -55.9% | -17.4% |
| All | +36.1% | +71.3% | -35.2% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling