+135.9%
ALL vs PL
+84.9%
+51.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | 0.0% | -9.3% | +9.3% | +0.1% |
| 30D | -1.5% | -18.9% | +17.4% | -1.3% |
| 3M | +23.6% | -58.4% | +82.0% | +24.8% |
| 6M | +22.3% | -30.3% | +52.6% | +21.8% |
| YTD | +26.5% | -8.1% | +34.6% | +24.8% |
| 1Y | +27.0% | +180.5% | -153.5% | +20.6% |
| 3Y | +149.6% | +444.1% | -294.6% | +126.9% |
| 5Y | +118.1% | +83.0% | +35.1% | +94.3% |
| All | +135.9% | +84.9% | +51.0% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling