+24.2%
RF vs Q
+77.9%
-53.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.7% | +1.6% |
| 7D | -0.1% | +8.4% | -8.6% | -0.9% |
| 30D | +7.0% | -1.2% | +8.2% | +7.0% |
| 3M | -7.0% | -9.3% | +2.3% | -6.3% |
| 6M | +6.8% | -15.0% | +21.8% | +7.1% |
| YTD | +9.9% | +53.5% | -43.6% | +0.1% |
| 1Y | +21.1% | +35.9% | -14.7% | +11.6% |
| All | +24.2% | +77.9% | -53.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling