+113.0%
ALL vs COMP
+423.0%
-310.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.4% | +10.3% | +3.0% |
| 7D | -0.1% | +7.2% | -7.3% | -0.4% |
| 30D | +13.8% | +6.4% | +7.4% | +13.6% |
| 3M | -2.8% | -19.4% | +16.7% | -2.5% |
| 6M | +23.7% | +14.6% | +9.1% | +23.0% |
| YTD | +27.3% | -5.5% | +32.8% | +26.8% |
| 1Y | +30.5% | +13.7% | +16.9% | +29.1% |
| 3Y | +113.0% | +409.7% | -296.7% | +114.8% |
| All | +113.0% | +423.0% | -310.0% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling