+157.6%
B vs COMP
-31.2%
+188.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +9.4% | -13.3% | +22.8% | +10.7% |
| 3M | +5.0% | +41.1% | -36.1% | +1.6% |
| 6M | -3.5% | +17.2% | -20.7% | -5.7% |
| YTD | +4.5% | +5.2% | -0.7% | +2.7% |
| 1Y | +67.8% | +18.9% | +48.8% | +62.9% |
| 3Y | +196.7% | +215.9% | -19.2% | +157.7% |
| All | +157.6% | -31.2% | +188.8% | +118.7% |
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