+291.3%
IR vs ALL
+282.3%
+9.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.0% |
| 7D | -2.8% | 0.0% | -2.9% | -2.9% |
| 30D | -15.1% | -1.5% | -13.6% | -14.7% |
| 3M | +6.1% | +23.6% | -17.6% | -6.4% |
| 6M | -16.8% | +22.3% | -39.2% | -26.4% |
| YTD | -3.5% | +26.5% | -30.1% | -16.7% |
| 1Y | -3.5% | +27.0% | -30.5% | -17.1% |
| 3Y | +9.5% | +149.6% | -140.1% | -39.9% |
| 5Y | +45.1% | +118.1% | -73.0% | -16.3% |
| All | +291.3% | +282.3% | +9.0% | +49.1% |
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 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