+130.7%
ALL vs PL
+46.6%
+84.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.5% | -14.9% | -0.5% |
| 7D | -3.9% | +10.9% | -14.7% | -3.9% |
| 30D | +10.6% | -16.4% | +27.0% | +10.8% |
| 3M | -4.6% | -39.9% | +35.4% | -4.1% |
| 6M | +20.2% | -63.2% | +83.4% | +21.3% |
| YTD | +23.7% | -27.1% | +50.8% | +22.3% |
| 1Y | +27.9% | +12.2% | +15.7% | +24.6% |
| 3Y | +109.2% | +584.3% | -475.1% | +86.9% |
| 5Y | +148.0% | +37.0% | +111.0% | +124.8% |
| All | +130.7% | +46.6% | +84.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling