+121.7%
B vs COMP
-18.6%
+140.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.4% | +1.3% | -5.4% |
| 7D | +7.1% | +7.2% | -0.1% | +6.4% |
| 30D | -3.3% | +6.4% | -9.7% | -4.0% |
| 3M | -2.5% | -19.4% | +16.9% | -0.9% |
| 6M | -7.2% | +14.6% | -21.8% | -8.8% |
| YTD | -7.4% | -5.5% | -1.9% | -8.3% |
| 1Y | +16.4% | +13.7% | +2.8% | +13.7% |
| 3Y | +178.7% | +409.7% | -231.0% | +133.3% |
| 5Y | +121.7% | -17.0% | +138.7% | +99.1% |
| All | +121.7% | -18.6% | +140.3% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling