+21.2%
RF vs Q
+17.3%
+3.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -0.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +6.0% | -9.8% | +15.8% | +6.9% |
| 3M | -8.9% | -12.2% | +3.3% | -8.0% |
| 6M | +2.3% | -21.6% | +24.0% | +3.5% |
| YTD | +7.6% | +43.6% | -36.0% | -2.3% |
| 1Y | +21.2% | +25.7% | -4.5% | +12.8% |
| All | +21.2% | +17.3% | +3.9% | +12.8% |
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