+325.3%
IR vs P
+743.5%
-418.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.6% |
| 7D | +3.7% | -23.8% | +27.5% | +9.3% |
| 30D | +7.4% | -36.6% | +44.1% | +17.4% |
| 3M | -5.9% | +10.9% | -16.8% | -10.1% |
| 6M | +5.6% | +30.0% | -24.4% | -4.5% |
| YTD | +4.8% | +44.4% | -39.5% | -8.6% |
| 1Y | +6.9% | +3.9% | +3.0% | -0.9% |
| 3Y | +27.6% | +176.6% | -149.0% | -14.5% |
| 5Y | +45.8% | +249.3% | -203.5% | -11.3% |
| All | +325.3% | +743.5% | -418.2% | +104.5% |
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