-13.8%
RMD vs Q
+75.3%
-89.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -3.2% |
| 7D | -4.5% | +6.7% | -11.2% | -4.4% |
| 30D | +4.6% | -10.6% | +15.2% | +4.6% |
| 3M | +14.8% | -14.6% | +29.4% | +14.2% |
| 6M | -12.1% | +12.1% | -24.1% | -15.0% |
| YTD | -7.5% | +51.3% | -58.7% | -12.0% |
| All | -13.8% | +75.3% | -89.1% | -19.3% |
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