+27.6%
IR vs P
+175.5%
-147.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.9% |
| 7D | +3.7% | -23.8% | +27.5% | +7.1% |
| 30D | +7.4% | -36.6% | +44.1% | +13.6% |
| 3M | -5.9% | +10.9% | -16.8% | -8.6% |
| 6M | +5.6% | +30.0% | -24.4% | -1.0% |
| YTD | +4.8% | +44.4% | -39.5% | -4.1% |
| 1Y | +6.9% | +3.9% | +3.0% | +2.0% |
| 3Y | +27.6% | +176.6% | -149.0% | +4.1% |
| All | +27.6% | +175.5% | -147.9% | +4.1% |
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