+29.4%
LOW vs ALL
+108.4%
-79.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.4% |
| 7D | +6.4% | -3.9% | +10.3% | +7.2% |
| 30D | +25.6% | +10.6% | +15.0% | +23.7% |
| 3M | +4.6% | -4.6% | +9.1% | +5.3% |
| 6M | +2.5% | +20.2% | -17.7% | -0.7% |
| YTD | -1.6% | +23.7% | -25.3% | -5.3% |
| 1Y | +1.7% | +27.9% | -26.2% | -2.6% |
| 3Y | +29.4% | +109.2% | -79.7% | +31.1% |
| All | +29.4% | +108.4% | -79.0% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling