+336.0%
IR vs P
+828.5%
-492.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.9% |
| 7D | +1.1% | -4.7% | +5.8% | +1.8% |
| 30D | +7.6% | -31.4% | +39.0% | +15.5% |
| 3M | +0.1% | -2.6% | +2.7% | -1.2% |
| 6M | +14.0% | +21.9% | -8.0% | +5.1% |
| YTD | +7.5% | +58.9% | -51.5% | -8.2% |
| 1Y | +10.1% | +21.7% | -11.6% | -1.5% |
| 3Y | +24.9% | +193.3% | -168.5% | -17.1% |
| 5Y | +46.9% | +275.1% | -228.3% | -11.9% |
| All | +336.0% | +828.5% | -492.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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