+5.6%
IR vs ALL
+17.5%
-11.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +1.0% |
| 7D | +3.7% | -1.9% | +5.6% | +3.5% |
| 30D | +7.4% | +13.8% | -6.3% | +8.9% |
| 3M | -5.9% | -7.0% | +1.1% | -6.7% |
| 6M | +5.6% | +18.0% | -12.5% | +10.4% |
| All | +5.6% | +17.5% | -11.9% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling