+15.3%
D vs COMP
-52.0%
+67.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.7% | -12.2% | -1.9% |
| 7D | +3.0% | +13.4% | -10.5% | +2.4% |
| 30D | +11.5% | +11.1% | +0.4% | +10.9% |
| 3M | +3.7% | -18.8% | +22.6% | +4.4% |
| 6M | +13.5% | +10.5% | +3.0% | +12.6% |
| YTD | +20.7% | -3.4% | +24.1% | +19.9% |
| 1Y | +18.2% | +19.7% | -1.5% | +16.2% |
| 3Y | +73.3% | +381.6% | -308.3% | +55.9% |
| 5Y | +12.3% | -17.6% | +29.9% | -0.5% |
| All | +15.3% | -52.0% | +67.3% | +2.3% |
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