+656.6%
B vs P
+485.4%
+171.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | -1.6% | +6.5% | -8.1% | -2.1% |
| 30D | +9.4% | +18.8% | -9.4% | +7.6% |
| 3M | +5.0% | +26.7% | -21.8% | +2.5% |
| 6M | -3.5% | +62.2% | -65.7% | -7.6% |
| YTD | +4.5% | +48.5% | -44.0% | +0.5% |
| 1Y | +67.8% | +26.4% | +41.4% | +62.5% |
| 3Y | +196.7% | +159.4% | +37.3% | +170.6% |
| 5Y | +151.9% | +275.8% | -123.9% | +123.3% |
| 10Y | +202.2% | +732.0% | -529.9% | +148.9% |
| All | +656.6% | +485.4% | +171.2% | +572.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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