+582.0%
B vs P
+449.6%
+132.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.4% | +16.9% | +1.7% |
| 7D | +4.3% | -31.9% | +36.2% | +7.1% |
| 30D | -0.9% | -36.5% | +35.6% | +2.1% |
| 3M | -1.4% | +11.6% | -12.9% | -3.1% |
| 6M | +5.0% | +25.2% | -20.2% | +2.0% |
| YTD | -5.8% | +39.4% | -45.3% | -9.4% |
| 1Y | +25.6% | -3.7% | +29.3% | +23.1% |
| 3Y | +161.6% | +167.3% | -5.7% | +137.3% |
| 5Y | +135.2% | +237.3% | -102.1% | +108.9% |
| 10Y | +170.7% | +698.6% | -527.9% | +123.5% |
| All | +582.0% | +449.6% | +132.4% | +505.8% |
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