+18,567.9%
COST vs ALL
+3,667.9%
+14,900.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -3.1% | 0.0% | -3.2% | -3.2% |
| 30D | -2.8% | -1.5% | -1.3% | -2.4% |
| 3M | -5.7% | +23.6% | -29.3% | -11.4% |
| 6M | -8.8% | +22.3% | -31.1% | -14.1% |
| YTD | +6.7% | +26.5% | -19.9% | -0.7% |
| 1Y | -3.6% | +27.0% | -30.6% | -10.6% |
| 3Y | +75.1% | +149.6% | -74.5% | +32.0% |
| 5Y | +108.9% | +118.1% | -9.2% | +60.9% |
| 10Y | +586.2% | +369.0% | +217.2% | +312.8% |
| All | +18,567.9% | +3,667.9% | +14,900.0% | +6,421.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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