+44.1%
IR vs P
+247.4%
-203.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.8% |
| 7D | +3.7% | -23.8% | +27.5% | +8.2% |
| 30D | +7.4% | -36.6% | +44.1% | +15.5% |
| 3M | -5.9% | +10.9% | -16.8% | -9.4% |
| 6M | +5.6% | +30.0% | -24.4% | -3.0% |
| YTD | +4.8% | +44.4% | -39.5% | -6.6% |
| 1Y | +6.9% | +3.9% | +3.0% | +0.5% |
| 3Y | +27.6% | +176.6% | -149.0% | -12.1% |
| All | +44.1% | +247.4% | -203.3% | -8.4% |
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