+337.1%
IR vs ALL
+292.8%
+44.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | +4.2% | 0.0% | +4.2% | +4.1% |
| 30D | +8.1% | +12.8% | -4.8% | +1.2% |
| 3M | +0.7% | +4.7% | -4.0% | -2.4% |
| 6M | +16.6% | +24.9% | -8.4% | +1.5% |
| YTD | +7.8% | +30.0% | -22.2% | -8.8% |
| 1Y | +9.9% | +29.9% | -20.1% | -7.0% |
| 3Y | +25.2% | +117.5% | -92.4% | -25.1% |
| 5Y | +46.8% | +161.7% | -114.9% | -25.6% |
| All | +337.1% | +292.8% | +44.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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