+29.9%
ALL vs P
+24.7%
+5.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +2.0% |
| 7D | 0.0% | +17.8% | -17.8% | +1.6% |
| 30D | +12.8% | -29.9% | +42.7% | +9.8% |
| 3M | +4.7% | -1.2% | +5.8% | +5.2% |
| 6M | +24.9% | +32.1% | -7.2% | +30.8% |
| YTD | +30.0% | +64.3% | -34.3% | +39.3% |
| 1Y | +29.9% | +24.3% | +5.7% | +39.2% |
| All | +29.9% | +24.7% | +5.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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