+284.9%
IR vs A
+180.6%
+104.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.3% |
| 7D | +0.6% | -2.1% | +2.7% | +1.7% |
| 30D | -13.6% | +0.6% | -14.2% | -14.1% |
| 3M | +3.7% | +10.9% | -7.2% | -2.1% |
| 6M | -13.1% | +28.2% | -41.2% | -24.9% |
| YTD | -5.1% | +8.6% | -13.7% | -10.7% |
| 1Y | -6.5% | +15.5% | -22.0% | -15.2% |
| 3Y | +8.5% | +31.8% | -23.3% | -11.9% |
| 5Y | +43.3% | -14.9% | +58.2% | +46.5% |
| All | +284.9% | +180.6% | +104.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling