+200.4%
B vs ALL
+150.1%
+50.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | -1.5% | +10.9% | +9.4% |
| 3M | +5.0% | +23.6% | -18.6% | +4.1% |
| 6M | -3.5% | +22.3% | -25.9% | -4.4% |
| YTD | +4.5% | +26.5% | -22.1% | +2.9% |
| 1Y | +67.8% | +27.0% | +40.8% | +64.9% |
| All | +200.4% | +150.1% | +50.3% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling