+336.0%
IR vs P
+841.5%
-505.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +2.5% | +11.6% | -9.1% | +0.1% |
| 30D | +9.2% | -23.7% | +32.8% | +14.7% |
| 3M | +0.9% | -8.0% | +8.9% | +0.9% |
| 6M | +19.2% | +27.9% | -8.7% | +8.8% |
| YTD | +7.5% | +61.2% | -53.7% | -8.5% |
| 1Y | +11.7% | +28.6% | -16.9% | -1.4% |
| 3Y | +23.9% | +200.5% | -176.6% | -18.3% |
| 5Y | +46.4% | +282.9% | -236.6% | -12.6% |
| All | +336.0% | +841.5% | -505.5% | +104.7% |
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