+761.0%
COST vs P
+499.9%
+261.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +4.6% | -13.3% | +17.9% | +5.7% |
| 30D | +12.8% | -34.0% | +46.7% | +16.4% |
| 3M | +12.1% | +4.1% | +8.0% | +10.3% |
| 6M | +6.0% | +30.5% | -24.5% | +1.0% |
| YTD | +24.4% | +52.2% | -27.8% | +15.6% |
| 1Y | +17.1% | +10.3% | +6.8% | +12.2% |
| 3Y | +92.2% | +180.9% | -88.7% | +56.8% |
| 5Y | +122.5% | +259.7% | -137.2% | +72.6% |
| 10Y | +758.9% | +652.6% | +106.3% | +499.9% |
| All | +761.0% | +499.9% | +261.1% | +499.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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