-24.7%
LOW vs ALL
+28.9%
-53.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | -9.3% | -5.6% | -3.7% | -8.6% |
| 3M | -8.1% | +17.2% | -25.3% | -10.5% |
| 6M | -19.8% | +23.2% | -43.0% | -22.5% |
| YTD | -16.4% | +23.6% | -40.0% | -19.3% |
| 1Y | -24.7% | +29.2% | -53.8% | -28.3% |
| All | -24.7% | +28.9% | -53.5% | -28.3% |
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