+183.3%
B vs ALL
+3,598.8%
-3,415.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.9% |
| 7D | +9.6% | -1.9% | +11.5% | +9.8% |
| 30D | +3.5% | +13.8% | -10.3% | +2.3% |
| 3M | -1.6% | -7.0% | +5.4% | -1.1% |
| 6M | -1.7% | +18.0% | -19.7% | -3.5% |
| YTD | -5.3% | +24.2% | -29.5% | -7.7% |
| 1Y | +27.2% | +31.2% | -4.0% | +23.3% |
| 3Y | +166.1% | +107.5% | +58.6% | +145.7% |
| 5Y | +136.5% | +144.8% | -8.3% | +113.7% |
| 10Y | +172.2% | +375.8% | -203.5% | +127.9% |
| All | +183.3% | +3,598.8% | -3,415.5% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling