+319.4%
IR vs ALL
+292.8%
+26.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | +2.3% | +4.2% | -1.9% | +0.1% |
| 30D | +3.3% | +18.9% | -15.6% | -5.7% |
| 3M | -9.0% | +1.2% | -10.3% | -10.2% |
| 6M | +8.0% | +23.2% | -15.2% | -5.1% |
| YTD | +3.4% | +30.0% | -26.6% | -12.4% |
| 1Y | +4.5% | +39.6% | -35.1% | -15.0% |
| 3Y | +25.6% | +115.2% | -89.7% | -24.2% |
| 5Y | +43.8% | +156.2% | -112.4% | -25.9% |
| All | +319.4% | +292.8% | +26.6% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling