+3.3%
XYZ vs Q
+71.3%
-68.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -1.7% | -11.1% | +9.4% | +1.0% |
| 3M | +16.7% | -22.1% | +38.9% | +22.2% |
| 6M | +26.9% | +0.5% | +26.4% | +18.8% |
| YTD | +27.1% | +47.8% | -20.7% | +4.6% |
| All | +3.3% | +71.3% | -68.1% | -11.3% |
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 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