+11.9%
IR vs ALL
+150.1%
-138.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -2.8% | 0.0% | -2.9% | -2.8% |
| 30D | -15.1% | -1.5% | -13.6% | -14.9% |
| 3M | +6.1% | +23.6% | -17.6% | +0.2% |
| 6M | -16.8% | +22.3% | -39.2% | -21.3% |
| YTD | -3.5% | +26.5% | -30.1% | -9.8% |
| 1Y | -3.5% | +27.0% | -30.5% | -9.9% |
| All | +11.9% | +150.1% | -138.2% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling