+31.2%
ALL vs PL
-3.5%
+34.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.4% | -14.8% | -3.8% |
| 7D | -1.9% | -6.8% | +4.9% | -2.2% |
| 30D | +13.8% | -29.3% | +43.1% | +11.9% |
| 3M | -7.0% | -44.8% | +37.8% | -9.5% |
| 6M | +18.0% | -68.4% | +86.4% | +12.5% |
| YTD | +24.2% | -36.4% | +60.6% | +20.1% |
| 1Y | +31.2% | +0.7% | +30.5% | +24.6% |
| All | +31.2% | -3.5% | +34.7% | +24.6% |
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