+14.0%
D vs PL
+11.6%
+2.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.1% | +10.0% | 0.0% |
| 7D | +6.9% | -20.5% | +27.5% | +7.2% |
| 30D | +12.3% | -38.8% | +51.1% | +13.1% |
| 3M | +3.0% | -49.1% | +52.2% | +4.0% |
| 6M | +12.8% | -69.4% | +82.2% | +14.5% |
| YTD | +22.6% | -42.3% | +64.9% | +22.5% |
| 1Y | +21.7% | -14.2% | +35.8% | +20.2% |
| 3Y | +83.9% | +398.7% | -314.8% | +68.6% |
| 5Y | +14.0% | +11.1% | +2.8% | +4.2% |
| All | +14.0% | +11.6% | +2.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling