+161.8%
ALL vs COMP
-52.8%
+214.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +1.8% |
| 7D | 0.0% | +8.9% | -8.9% | -0.5% |
| 30D | +12.8% | +14.0% | -1.1% | +12.0% |
| 3M | +4.7% | -21.1% | +25.8% | +5.5% |
| 6M | +24.9% | +20.1% | +4.8% | +23.3% |
| YTD | +30.0% | -5.0% | +35.0% | +29.0% |
| 1Y | +29.9% | +5.7% | +24.3% | +28.2% |
| 3Y | +117.5% | +412.2% | -294.7% | +94.2% |
| 5Y | +161.7% | -12.1% | +173.8% | +136.1% |
| All | +161.8% | -52.8% | +214.5% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling