+381.6%
COMP vs USFR
+14.4%
+367.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +11.1% |
| 7D | +13.4% | +0.1% | +13.3% | +15.3% |
| 30D | +11.1% | +0.4% | +10.7% | +18.7% |
| 3M | -18.8% | +1.1% | -19.9% | -2.8% |
| 6M | +10.5% | +2.1% | +8.4% | +57.0% |
| YTD | -3.4% | +3.4% | -6.8% | +67.0% |
| 1Y | +19.7% | +4.1% | +15.6% | +130.8% |
| 3Y | +381.6% | +14.4% | +367.2% | +20,038.9% |
| All | +381.6% | +14.4% | +367.2% | +20,038.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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