+22,484.1%
COST vs ALL
+3,785.0%
+18,699.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | +5.0% | 0.0% | +3.5% |
| 30D | +12.8% | +13.3% | -0.5% | +8.8% |
| 3M | +15.2% | +3.2% | +12.0% | +14.0% |
| 6M | +7.4% | +25.3% | -17.9% | +0.3% |
| YTD | +29.0% | +30.5% | -1.4% | +18.9% |
| 1Y | +20.3% | +29.2% | -8.9% | +11.0% |
| 3Y | +99.0% | +119.1% | -20.1% | +55.7% |
| 5Y | +125.7% | +162.6% | -36.9% | +64.8% |
| 10Y | +775.3% | +378.8% | +396.6% | +422.8% |
| All | +22,484.1% | +3,785.0% | +18,699.1% | +7,708.7% |
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