+47.9%
IR vs COMP
-18.6%
+66.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.2% |
| 7D | +1.5% | +7.2% | -5.7% | +0.5% |
| 30D | +9.0% | +6.4% | +2.6% | +7.8% |
| 3M | -0.9% | -19.4% | +18.6% | +1.4% |
| 6M | +13.4% | +14.6% | -1.2% | +10.3% |
| YTD | +8.5% | -5.5% | +13.9% | +6.9% |
| 1Y | +11.3% | +13.7% | -2.4% | +7.1% |
| 3Y | +26.0% | +409.7% | -383.7% | -2.7% |
| 5Y | +47.9% | -17.0% | +64.9% | +37.2% |
| All | +47.9% | -18.6% | +66.5% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling