+226.2%
C vs U
-34.9%
+261.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +14.9% | -20.0% | -6.6% |
| 7D | -5.3% | +24.3% | -29.6% | -7.6% |
| 30D | -7.3% | +8.6% | -15.9% | -8.4% |
| 3M | -13.5% | +37.6% | -51.1% | -16.8% |
| 6M | -6.5% | +78.5% | -85.0% | -12.9% |
| YTD | +3.6% | +10.5% | -6.9% | 0.0% |
| 1Y | +18.9% | +15.2% | +3.7% | +14.1% |
| 3Y | +205.0% | +76.6% | +128.4% | +168.6% |
| 5Y | +109.4% | -67.9% | +177.2% | +85.8% |
| All | +226.2% | -34.9% | +261.1% | +202.2% |
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 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