+76.1%
IR vs COMP
-49.2%
+125.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +4.0% |
| 7D | +5.0% | +14.5% | -9.5% | +3.1% |
| 30D | +10.3% | +14.9% | -4.6% | +8.1% |
| 3M | -0.1% | -14.2% | +14.1% | +1.4% |
| 6M | +14.8% | +23.7% | -9.0% | +10.6% |
| YTD | +9.7% | +2.1% | +7.7% | +7.2% |
| 1Y | +12.2% | +26.2% | -14.0% | +6.8% |
| 3Y | +30.0% | +470.9% | -440.9% | -0.6% |
| 5Y | +46.8% | -14.0% | +60.8% | +29.5% |
| All | +76.1% | -49.2% | +125.4% | +58.7% |
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