-65.7%
QS vs Q
+75.3%
-141.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +0.5% |
| 7D | +2.2% | +6.7% | -4.6% | -2.1% |
| 30D | -8.1% | -10.6% | +2.5% | -1.7% |
| 3M | -27.0% | -14.6% | -12.4% | -20.6% |
| 6M | -16.4% | +12.1% | -28.5% | -24.8% |
| YTD | -46.4% | +51.3% | -97.6% | -60.3% |
| All | -65.7% | +75.3% | -141.0% | -72.9% |
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 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