+43.8%
IR vs P
+237.3%
-193.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -16.4% | +13.6% | +0.1% |
| 7D | +2.3% | -31.9% | +34.2% | +8.8% |
| 30D | +3.3% | -36.5% | +39.9% | +11.0% |
| 3M | -9.0% | +11.6% | -20.6% | -12.6% |
| 6M | +8.0% | +25.2% | -17.2% | -0.1% |
| YTD | +3.4% | +39.4% | -36.0% | -7.4% |
| 1Y | +4.5% | -3.7% | +8.2% | -0.3% |
| 3Y | +25.6% | +167.3% | -141.7% | -13.0% |
| 5Y | +43.8% | +237.3% | -193.5% | -8.7% |
| All | +43.8% | +237.3% | -193.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling