-68.2%
QS vs Q
+75.4%
-143.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.3% |
| 7D | -5.0% | +4.1% | -9.0% | -7.5% |
| 30D | -18.3% | -10.7% | -7.6% | -12.5% |
| 3M | -26.0% | -11.7% | -14.3% | -21.4% |
| 6M | -24.0% | +8.3% | -32.4% | -30.1% |
| YTD | -50.3% | +51.3% | -101.6% | -63.2% |
| All | -68.2% | +75.4% | -143.6% | -74.9% |
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