+154.8%
ALL vs COMP
-47.7%
+202.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | 0.0% | +1.4% | -1.3% | 0.0% |
| 30D | -1.5% | -13.3% | +11.8% | -0.9% |
| 3M | +23.6% | +41.1% | -17.5% | +21.5% |
| 6M | +22.3% | +17.2% | +5.2% | +20.8% |
| YTD | +26.5% | +5.2% | +21.3% | +25.2% |
| 1Y | +27.0% | +18.9% | +8.1% | +24.7% |
| 3Y | +149.6% | +215.9% | -66.3% | +129.3% |
| 5Y | +118.1% | -31.2% | +149.3% | +94.5% |
| All | +154.8% | -47.7% | +202.5% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling