+60.4%
D vs PL
+454.1%
-393.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.4% |
| 7D | +0.4% | -9.3% | +9.8% | +0.5% |
| 30D | -3.6% | -18.9% | +15.4% | -3.3% |
| 3M | -1.0% | -58.4% | +57.4% | 0.0% |
| 6M | +6.3% | -30.3% | +36.6% | +6.3% |
| YTD | +14.7% | -8.1% | +22.8% | +14.0% |
| 1Y | +16.9% | +180.5% | -163.6% | +12.5% |
| All | +60.4% | +454.1% | -393.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling