-16.8%
IR vs PL
-29.2%
+12.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.3% |
| 7D | -2.8% | -9.3% | +6.5% | -2.7% |
| 30D | -15.1% | -18.9% | +3.8% | -14.9% |
| 3M | +6.1% | -58.4% | +64.4% | +8.1% |
| 6M | -16.8% | -30.3% | +13.5% | -17.6% |
| All | -16.8% | -29.2% | +12.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 6mo: compounded portfolio wealth divided by compounded PL 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…
6mo analysis · Full analysis span regression · 6 months rolling