+742.1%
D vs A
+457.0%
+285.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.4% | -1.9% | +2.4% | +0.7% |
| 30D | -3.6% | +6.9% | -10.5% | -4.4% |
| 3M | -1.0% | +9.2% | -10.2% | -2.2% |
| 6M | +6.3% | +25.7% | -19.4% | +2.9% |
| YTD | +14.7% | +11.5% | +3.2% | +12.6% |
| 1Y | +16.9% | +18.4% | -1.4% | +13.7% |
| 3Y | +56.8% | +26.6% | +30.2% | +50.0% |
| 5Y | +5.2% | -12.8% | +18.0% | +4.4% |
| 10Y | +35.9% | +247.2% | -211.3% | +15.1% |
| All | +742.1% | +457.0% | +285.0% | +532.5% |
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