+319.4%
IR vs M
+50.0%
+269.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -1.4% |
| 7D | +2.3% | -2.1% | +4.4% | +2.7% |
| 30D | +3.3% | +7.7% | -4.4% | +1.3% |
| 3M | -9.0% | -4.4% | -4.7% | -8.5% |
| 6M | +8.0% | +27.5% | -19.5% | +1.3% |
| YTD | +3.4% | +12.8% | -9.4% | -0.5% |
| 1Y | +4.5% | +20.7% | -16.2% | -1.2% |
| 3Y | +25.6% | +111.3% | -85.7% | -0.5% |
| 5Y | +43.8% | -6.3% | +50.1% | +29.6% |
| All | +319.4% | +50.0% | +269.5% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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