-6.6%
XLY vs Q
+75.4%
-81.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.9% | +4.1% | -8.0% | -4.4% |
| 30D | -6.1% | -10.7% | +4.6% | -4.9% |
| 3M | -1.2% | -11.7% | +10.5% | -0.7% |
| 6M | -1.8% | +8.3% | -10.1% | -5.9% |
| YTD | -5.9% | +51.3% | -57.2% | -14.3% |
| All | -6.6% | +75.4% | -81.9% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling