+22.3%
ALL vs P
+59.3%
-37.0%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.2% |
| 7D | 0.0% | +6.5% | -6.5% | +0.6% |
| 30D | -1.5% | +18.8% | -20.3% | +0.8% |
| 3M | +23.6% | +26.7% | -3.1% | +28.7% |
| 6M | +22.3% | +62.2% | -39.8% | +30.6% |
| All | +22.3% | +59.3% | -37.0% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling