+17.1%
D vs COMP
-56.6%
+73.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.2% | +8.0% | +0.2% |
| 7D | +6.9% | -1.8% | +8.8% | +7.0% |
| 30D | +12.3% | -0.8% | +13.1% | +12.3% |
| 3M | +3.0% | -28.1% | +31.2% | +4.3% |
| 6M | +12.8% | +27.0% | -14.2% | +11.1% |
| YTD | +22.6% | -12.8% | +35.3% | +22.3% |
| 1Y | +21.7% | +4.9% | +16.8% | +20.3% |
| 3Y | +83.9% | +321.0% | -237.1% | +66.4% |
| 5Y | +14.0% | -25.6% | +39.5% | +1.4% |
| All | +17.1% | -56.6% | +73.7% | +4.3% |
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