+175.9%
B vs COMP
+426.2%
-250.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.0% |
| 30D | -4.3% | +16.3% | -20.7% | -6.2% |
| 3M | -2.3% | -19.1% | +16.9% | -0.4% |
| 6M | -16.2% | +17.1% | -33.3% | -18.3% |
| YTD | -8.8% | -2.9% | -5.9% | -10.7% |
| 1Y | +11.4% | +8.8% | +2.6% | +8.2% |
| All | +175.9% | +426.2% | -250.2% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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