+13.7%
D vs COMP
-52.0%
+65.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +7.7% | +16.6% | -8.8% | +7.0% |
| 3M | -0.3% | -23.5% | +23.2% | +0.6% |
| 6M | +10.1% | +25.7% | -15.7% | +8.6% |
| YTD | +19.1% | -3.4% | +22.5% | +18.3% |
| 1Y | +15.9% | +7.6% | +8.3% | +14.5% |
| 3Y | +75.0% | +423.6% | -348.6% | +56.9% |
| 5Y | +13.4% | -10.6% | +24.0% | +0.7% |
| All | +13.7% | -52.0% | +65.7% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling