+277.2%
C vs U
-44.5%
+321.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +3.6% | -3.8% | +7.4% | +4.0% |
| 30D | +0.1% | +17.5% | -17.4% | -1.8% |
| 3M | +2.4% | +38.7% | -36.3% | -1.5% |
| 6M | +24.9% | +104.4% | -79.5% | +14.7% |
| YTD | +19.8% | -5.7% | +25.5% | +18.1% |
| 1Y | +44.9% | +3.7% | +41.2% | +40.4% |
| 3Y | +263.0% | +12.3% | +250.7% | +234.6% |
| 5Y | +129.5% | -68.8% | +198.3% | +108.9% |
| All | +277.2% | -44.5% | +321.6% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling