+5.4%
B vs ALL
+30.2%
-24.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.5% |
| 7D | -7.3% | +5.0% | -12.4% | -5.5% |
| 30D | -3.3% | +13.3% | -16.7% | +1.6% |
| 3M | -7.8% | +3.2% | -10.9% | -6.7% |
| 6M | -15.5% | +25.3% | -40.9% | -5.6% |
| YTD | -12.3% | +30.5% | -42.7% | -0.2% |
| 1Y | +5.4% | +29.2% | -23.8% | +20.2% |
| All | +5.4% | +30.2% | -24.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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