+291.3%
IR vs P
+767.6%
-476.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -2.8% | +6.5% | -9.4% | -4.2% |
| 30D | -15.1% | +18.8% | -34.0% | -19.0% |
| 3M | +6.1% | +26.7% | -20.7% | -1.0% |
| 6M | -16.8% | +62.2% | -79.0% | -27.6% |
| YTD | -3.5% | +48.5% | -52.0% | -15.1% |
| 1Y | -3.5% | +26.4% | -29.9% | -13.7% |
| 3Y | +9.5% | +159.4% | -149.9% | -24.1% |
| 5Y | +45.1% | +275.8% | -230.7% | -12.0% |
| All | +291.3% | +767.6% | -476.3% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling