+90.9%
PR vs Q
+71.3%
+19.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +18.0% | -11.1% | +29.2% | +17.6% |
| 3M | +16.9% | -22.1% | +39.0% | +16.4% |
| 6M | +28.2% | +0.5% | +27.7% | +28.9% |
| YTD | +69.3% | +47.8% | +21.5% | +74.2% |
| All | +90.9% | +71.3% | +19.6% | +94.0% |
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