+135.6%
B vs PL
+84.9%
+50.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.1% |
| 7D | -1.6% | -9.3% | +7.7% | -0.8% |
| 30D | +9.4% | -18.9% | +28.4% | +11.4% |
| 3M | +5.0% | -58.4% | +63.4% | +12.4% |
| 6M | -3.5% | -30.3% | +26.8% | -1.7% |
| YTD | +4.5% | -8.1% | +12.6% | +4.0% |
| 1Y | +67.8% | +180.5% | -112.7% | +52.6% |
| 3Y | +196.7% | +444.1% | -247.4% | +144.1% |
| 5Y | +151.9% | +83.0% | +68.9% | +130.5% |
| All | +135.6% | +84.9% | +50.7% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling