+156.2%
ALL vs COMP
-28.0%
+184.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.2% | +7.3% | -0.5% |
| 7D | +4.2% | -1.8% | +6.0% | +4.3% |
| 30D | +18.9% | -0.8% | +19.7% | +18.9% |
| 3M | +1.2% | -28.1% | +29.4% | +2.6% |
| 6M | +23.2% | +27.0% | -3.8% | +21.1% |
| YTD | +30.0% | -12.8% | +42.8% | +29.6% |
| 1Y | +39.6% | +4.9% | +34.7% | +37.7% |
| 3Y | +115.2% | +321.0% | -205.8% | +92.2% |
| 5Y | +156.2% | -25.6% | +181.8% | +140.1% |
| All | +156.2% | -28.0% | +184.2% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling