-28.1%
COMP vs S
+0.5%
-28.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.8% | +0.6% | -6.9% |
| 7D | -1.8% | -16.7% | +14.9% | +0.4% |
| 30D | -0.8% | -17.0% | +16.2% | +0.9% |
| 3M | -28.1% | +2.0% | -30.1% | -28.3% |
| All | -28.1% | +0.5% | -28.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3mo: compounded portfolio wealth divided by compounded S 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…
3mo analysis · Full analysis span regression · Available span rolling