+465.9%
ALL vs P
+449.6%
+16.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.4% | +15.5% | +0.3% |
| 7D | +4.2% | -31.9% | +36.1% | +6.9% |
| 30D | +18.9% | -36.5% | +55.4% | +22.4% |
| 3M | +1.2% | +11.6% | -10.4% | -0.7% |
| 6M | +23.2% | +25.2% | -2.0% | +18.8% |
| YTD | +30.0% | +39.4% | -9.4% | +23.2% |
| 1Y | +39.6% | -3.7% | +43.3% | +36.4% |
| 3Y | +115.2% | +167.3% | -52.0% | +78.1% |
| 5Y | +156.2% | +237.3% | -81.1% | +100.2% |
| 10Y | +398.0% | +698.6% | -300.6% | +228.7% |
| All | +465.9% | +449.6% | +16.3% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling