-1.4%
LOW vs ALL
+42.7%
-44.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +6.8% |
| 7D | +15.6% | +7.5% | +8.1% | +13.9% |
| 30D | +28.6% | +19.7% | +8.9% | +24.7% |
| 3M | +5.8% | +2.9% | +2.9% | +4.5% |
| 6M | +3.8% | +23.5% | -19.7% | -0.2% |
| YTD | -2.8% | +31.1% | -33.9% | -7.2% |
| 1Y | -1.4% | +40.5% | -41.9% | -7.1% |
| All | -1.4% | +42.7% | -44.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling