+9.1%
IR vs COMP
+23.8%
-14.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.2% | -1.9% |
| 7D | +11.6% | +9.5% | +2.1% | +9.6% |
| 30D | +7.2% | +8.1% | -0.9% | +5.2% |
| 3M | -5.9% | -16.3% | +10.5% | -3.0% |
| 6M | +11.5% | +42.2% | -30.7% | +0.8% |
| YTD | +6.3% | -5.0% | +11.4% | +3.2% |
| 1Y | +9.1% | +20.1% | -11.0% | +0.6% |
| All | +9.1% | +23.8% | -14.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling