+74.9%
COST vs PL
+454.1%
-379.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | -3.1% | -9.3% | +6.2% | -3.0% |
| 30D | -2.8% | -18.9% | +16.1% | -2.6% |
| 3M | -5.7% | -58.4% | +52.7% | -4.7% |
| 6M | -8.8% | -30.3% | +21.5% | -9.0% |
| YTD | +6.7% | -8.1% | +14.8% | +5.6% |
| 1Y | -3.6% | +180.5% | -184.1% | -7.6% |
| All | +74.9% | +454.1% | -379.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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