+62.1%
D vs COMP
+215.9%
-153.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.4% |
| 30D | -2.6% | -13.3% | +10.7% | -2.0% |
| 3M | 0.0% | +41.1% | -41.1% | -1.7% |
| 6M | +7.4% | +17.2% | -9.8% | +6.2% |
| YTD | +15.9% | +5.2% | +10.7% | +14.9% |
| 1Y | +18.1% | +18.9% | -0.8% | +15.9% |
| All | +62.1% | +215.9% | -153.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2023-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded COMP 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling