-72.7%
QS vs Q
+75.8%
-148.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.9% |
| 7D | +8.0% | +4.0% | +4.0% | +5.5% |
| 30D | -2.8% | -2.3% | -0.5% | -2.0% |
| 3M | -28.1% | -7.9% | -20.2% | -25.5% |
| 6M | -41.0% | -16.0% | -25.0% | -35.8% |
| YTD | -57.3% | +51.7% | -109.0% | -68.8% |
| 1Y | -72.7% | +28.3% | -101.0% | -78.5% |
| All | -72.7% | +75.8% | -148.5% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling