+98.5%
C vs PL
+16.0%
+82.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -10.1% | +5.1% | -4.0% |
| 7D | -5.3% | -20.5% | +15.2% | -3.1% |
| 30D | -7.3% | -38.8% | +31.4% | -2.8% |
| 3M | -13.5% | -49.1% | +35.7% | -7.8% |
| 6M | -6.5% | -69.4% | +62.9% | +3.4% |
| YTD | +3.6% | -42.3% | +46.0% | +5.0% |
| 1Y | +18.9% | -14.2% | +33.1% | +14.3% |
| 3Y | +205.0% | +398.7% | -193.7% | +120.8% |
| 5Y | +109.4% | +11.1% | +98.2% | +60.0% |
| All | +98.5% | +16.0% | +82.5% | +51.8% |
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