+39.6%
ALL vs PL
-11.4%
+51.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.1% | +9.2% | -1.5% |
| 7D | +4.2% | -20.5% | +24.8% | +2.9% |
| 30D | +18.9% | -38.8% | +57.7% | +15.9% |
| 3M | +1.2% | -49.1% | +50.4% | -2.2% |
| 6M | +23.2% | -69.4% | +92.6% | +16.7% |
| YTD | +30.0% | -42.3% | +72.3% | +25.1% |
| 1Y | +39.6% | -14.2% | +53.8% | +32.0% |
| All | +39.6% | -11.4% | +51.1% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling