+777.3%
D vs A
+546.2%
+231.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | +3.0% | -0.1% | +3.0% | +3.0% |
| 30D | +11.5% | +3.4% | +8.1% | +11.0% |
| 3M | +3.7% | +23.8% | -20.1% | +0.8% |
| 6M | +13.5% | +49.0% | -35.5% | +7.6% |
| YTD | +20.7% | +29.4% | -8.7% | +16.1% |
| 1Y | +18.2% | +19.4% | -1.1% | +14.8% |
| 3Y | +73.3% | +66.2% | +7.1% | +60.1% |
| 5Y | +12.3% | +15.8% | -3.5% | +7.5% |
| 10Y | +43.4% | +326.1% | -282.7% | +18.5% |
| All | +777.3% | +546.2% | +231.1% | +546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling