+97.9%
B vs PL
+40.9%
+57.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -7.3% | +10.0% | -17.4% | -8.1% |
| 30D | -3.3% | -2.3% | -1.1% | -3.4% |
| 3M | -7.8% | -44.2% | +36.4% | -3.4% |
| 6M | -15.5% | -66.1% | +50.6% | -8.3% |
| YTD | -12.3% | -30.0% | +17.7% | -10.9% |
| 1Y | +5.4% | +21.0% | -15.7% | +2.4% |
| 3Y | +165.5% | +516.5% | -351.0% | +117.5% |
| 5Y | +107.0% | +32.0% | +75.0% | +86.8% |
| All | +97.9% | +40.9% | +57.0% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling