+638.4%
COST vs P
+485.4%
+153.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -3.1% | +6.5% | -9.7% | -3.8% |
| 30D | -2.8% | +18.8% | -21.6% | -4.7% |
| 3M | -5.7% | +26.7% | -32.4% | -8.6% |
| 6M | -8.8% | +62.2% | -70.9% | -14.6% |
| YTD | +6.7% | +48.5% | -41.8% | +0.4% |
| 1Y | -3.6% | +26.4% | -30.0% | -8.6% |
| 3Y | +75.1% | +159.4% | -84.3% | +45.5% |
| 5Y | +108.9% | +275.8% | -166.9% | +62.7% |
| 10Y | +586.2% | +732.0% | -145.9% | +383.3% |
| All | +638.4% | +485.4% | +153.1% | +420.3% |
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