+13.6%
D vs S
-57.8%
+71.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.6% |
| 7D | +0.8% | -5.8% | +6.6% | +0.8% |
| 30D | -0.7% | -9.2% | +8.5% | -0.6% |
| 3M | +2.1% | +23.4% | -21.3% | +1.8% |
| 6M | +6.8% | +36.9% | -30.1% | +6.3% |
| YTD | +16.5% | +29.5% | -13.0% | +16.1% |
| 1Y | +19.2% | +5.4% | +13.7% | +19.0% |
| 3Y | +61.9% | +14.7% | +47.2% | +60.1% |
| 5Y | +6.5% | -71.5% | +78.1% | +2.8% |
| All | +13.6% | -57.8% | +71.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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