+181.7%
B vs ALL
+3,771.7%
-3,589.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +4.3% | +4.2% | +0.1% | +3.9% |
| 30D | -0.9% | +18.9% | -19.9% | -2.5% |
| 3M | -1.4% | +1.2% | -2.6% | -1.6% |
| 6M | +5.0% | +23.2% | -18.2% | +2.7% |
| YTD | -5.8% | +30.0% | -35.8% | -8.6% |
| 1Y | +25.6% | +39.6% | -14.0% | +21.0% |
| 3Y | +161.6% | +115.2% | +46.4% | +140.8% |
| 5Y | +135.2% | +156.2% | -21.0% | +111.7% |
| 10Y | +170.7% | +398.0% | -227.2% | +125.7% |
| All | +181.7% | +3,771.7% | -3,589.9% | +121.9% |
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