+68.3%
IR vs COMP
-52.0%
+120.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.3% | 0.0% |
| 7D | +3.7% | +13.4% | -9.8% | +1.9% |
| 30D | +7.4% | +11.1% | -3.7% | +5.7% |
| 3M | -5.9% | -18.8% | +12.9% | -3.9% |
| 6M | +5.6% | +10.5% | -4.9% | +3.2% |
| YTD | +4.8% | -3.4% | +8.2% | +3.1% |
| 1Y | +6.9% | +19.7% | -12.8% | +2.4% |
| 3Y | +27.6% | +381.6% | -354.1% | -0.5% |
| 5Y | +45.8% | -17.6% | +63.4% | +29.3% |
| All | +68.3% | -52.0% | +120.2% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling