+291.3%
IR vs A
+188.3%
+103.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -2.8% | -1.9% | -0.9% | -1.8% |
| 30D | -15.1% | +6.9% | -22.0% | -18.2% |
| 3M | +6.1% | +9.2% | -3.2% | +0.9% |
| 6M | -16.8% | +25.7% | -42.5% | -27.3% |
| YTD | -3.5% | +11.5% | -15.1% | -10.5% |
| 1Y | -3.5% | +18.4% | -21.9% | -13.6% |
| 3Y | +9.5% | +26.6% | -17.1% | -8.9% |
| 5Y | +45.1% | -12.8% | +57.9% | +46.6% |
| All | +291.3% | +188.3% | +103.0% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling