+11.9%
IR vs S
+16.9%
-5.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.8% | -7.7% | +4.9% | -1.7% |
| 30D | -15.1% | -5.3% | -9.8% | -14.7% |
| 3M | +6.1% | +20.3% | -14.2% | +2.3% |
| 6M | -16.8% | +47.4% | -64.2% | -23.3% |
| YTD | -3.5% | +32.5% | -36.1% | -9.7% |
| 1Y | -3.5% | +9.5% | -13.0% | -6.5% |
| All | +11.9% | +16.9% | -5.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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