+20.7%
XYZ vs Q
+19.7%
+1.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.1% | +15.4% | +15.3% |
| 7D | +16.5% | -3.3% | +19.8% | +17.3% |
| 30D | +15.0% | -9.7% | +24.6% | +17.5% |
| 3M | +3.5% | -16.1% | +19.6% | +7.4% |
| 6M | +21.9% | -15.7% | +37.6% | +22.0% |
| YTD | +34.6% | +45.7% | -11.1% | +9.8% |
| 1Y | +20.7% | +18.0% | +2.7% | +7.4% |
| All | +20.7% | +19.7% | +1.1% | +7.4% |
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