+219.8%
C vs U
+90.5%
+129.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -0.9% | +32.3% | -33.2% | -4.4% |
| 30D | -5.4% | +9.7% | -15.1% | -6.7% |
| 3M | -9.2% | +19.6% | -28.8% | -11.5% |
| 6M | -1.8% | +82.6% | -84.5% | -9.9% |
| YTD | +6.7% | +16.4% | -9.8% | +2.1% |
| 1Y | +23.5% | +28.5% | -5.0% | +16.2% |
| 3Y | +219.8% | +103.8% | +116.0% | +159.2% |
| All | +219.8% | +90.5% | +129.3% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 3y: compounded portfolio wealth divided by compounded U 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…
3y analysis · Full analysis span regression · 6 months rolling