+30.1%
XYZ vs Q
+28.9%
+1.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -2.2% | +6.6% | -8.7% | -3.6% |
| 30D | +11.6% | +2.7% | +8.9% | +10.6% |
| 3M | +8.4% | -8.4% | +16.8% | +10.0% |
| 6M | +17.2% | -17.3% | +34.5% | +19.3% |
| YTD | +31.7% | +55.3% | -23.6% | +7.4% |
| 1Y | +30.1% | +31.5% | -1.4% | +13.2% |
| All | +30.1% | +28.9% | +1.2% | +13.2% |
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