+6.5%
D vs PL
+84.9%
-78.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.4% |
| 7D | +0.4% | -9.3% | +9.8% | +0.6% |
| 30D | -3.6% | -18.9% | +15.4% | -3.3% |
| 3M | -1.0% | -58.4% | +57.4% | +0.2% |
| 6M | +6.3% | -30.3% | +36.6% | +6.4% |
| YTD | +14.7% | -8.1% | +22.8% | +14.0% |
| 1Y | +16.9% | +180.5% | -163.6% | +12.5% |
| 3Y | +56.8% | +444.1% | -387.3% | +43.9% |
| 5Y | +5.2% | +83.0% | -77.8% | -2.9% |
| All | +6.5% | +84.9% | -78.4% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling