+39.6%
ALL vs COMP
+11.9%
+27.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.2% | +7.3% | -0.8% |
| 7D | +4.2% | -1.8% | +6.0% | +4.2% |
| 30D | +18.9% | -0.8% | +19.7% | +18.9% |
| 3M | +1.2% | -28.1% | +29.4% | +0.7% |
| 6M | +23.2% | +27.0% | -3.8% | +23.8% |
| YTD | +30.0% | -12.8% | +42.8% | +27.8% |
| 1Y | +39.6% | +4.9% | +34.7% | +36.3% |
| All | +39.6% | +11.9% | +27.7% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling