+31.2%
ALL vs COMP
+16.2%
+15.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.7% | -15.2% | -4.5% |
| 7D | -1.9% | +13.4% | -15.4% | -2.0% |
| 30D | +13.8% | +11.1% | +2.7% | +13.7% |
| 3M | -7.0% | -18.8% | +11.8% | -7.4% |
| 6M | +18.0% | +10.5% | +7.5% | +18.2% |
| YTD | +24.2% | -3.4% | +27.6% | +21.9% |
| 1Y | +31.2% | +19.7% | +11.5% | +26.0% |
| All | +31.2% | +16.2% | +15.0% | +26.0% |
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