+13.0%
D vs COMP
+37.2%
-24.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +4.3% |
| 7D | +8.5% | +9.5% | -1.0% | +8.4% |
| 30D | +14.3% | +8.1% | +6.2% | +14.2% |
| 3M | +1.8% | -16.3% | +18.1% | +1.4% |
| 6M | +13.0% | +42.2% | -29.2% | +16.1% |
| All | +13.0% | +37.2% | -24.1% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling