+15.0%
W vs Q
+71.3%
-56.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -7.6% | -11.1% | +3.6% | -3.2% |
| 3M | +37.2% | -22.1% | +59.3% | +49.4% |
| 6M | +26.3% | +0.5% | +25.8% | +20.5% |
| YTD | -1.0% | +47.8% | -48.8% | -14.8% |
| All | +15.0% | +71.3% | -56.3% | +7.7% |
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 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