+66.0%
IR vs COMP
-56.6%
+122.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -1.7% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +3.3% | -0.8% | +4.1% | +3.2% |
| 3M | -9.0% | -28.1% | +19.1% | -5.6% |
| 6M | +8.0% | +27.0% | -19.0% | +3.5% |
| YTD | +3.4% | -12.8% | +16.2% | +3.1% |
| 1Y | +4.5% | +4.9% | -0.4% | +1.8% |
| 3Y | +25.6% | +321.0% | -295.4% | -0.3% |
| 5Y | +43.8% | -25.6% | +69.4% | +29.3% |
| All | +66.0% | -56.6% | +122.6% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling