+74.6%
D vs A
+63.6%
+11.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | +8.4% | +0.8% | +7.5% | +8.2% |
| 3M | +0.2% | +16.9% | -16.7% | -1.5% |
| 6M | +9.5% | +53.8% | -44.3% | +4.0% |
| YTD | +18.8% | +28.1% | -9.3% | +15.3% |
| 1Y | +14.7% | +15.0% | -0.3% | +13.2% |
| All | +74.6% | +63.6% | +11.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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