+60.0%
D vs P
+449.6%
-389.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.4% | +16.2% | +0.2% |
| 7D | +6.9% | -31.9% | +38.8% | +7.8% |
| 30D | +12.3% | -36.5% | +48.8% | +13.4% |
| 3M | +3.0% | +11.6% | -8.5% | +2.3% |
| 6M | +12.8% | +25.2% | -12.4% | +11.3% |
| YTD | +22.6% | +39.4% | -16.9% | +20.3% |
| 1Y | +21.7% | -3.7% | +25.3% | +20.7% |
| 3Y | +83.9% | +167.3% | -83.4% | +71.0% |
| 5Y | +14.0% | +237.3% | -223.4% | +3.3% |
| 10Y | +45.6% | +698.6% | -653.1% | +22.9% |
| All | +60.0% | +449.6% | -389.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 all: compounded portfolio wealth divided by compounded P 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…
all analysis · Full analysis span regression · 6 months rolling