+11.9%
IR vs P
+158.6%
-146.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -2.8% | +6.5% | -9.4% | -3.7% |
| 30D | -15.1% | +18.8% | -34.0% | -17.7% |
| 3M | +6.1% | +26.7% | -20.7% | +1.3% |
| 6M | -16.8% | +62.2% | -79.0% | -24.3% |
| YTD | -3.5% | +48.5% | -52.0% | -11.6% |
| 1Y | -3.5% | +26.4% | -29.9% | -10.7% |
| All | +11.9% | +158.6% | -146.7% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling