-7.1%
LOW vs ALL
+155.4%
-162.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -1.7% | 0.0% | -1.8% | -1.7% |
| 30D | -7.0% | -1.5% | -5.6% | -6.9% |
| 3M | -0.9% | +23.6% | -24.5% | -4.6% |
| 6M | -20.1% | +22.3% | -42.4% | -23.0% |
| YTD | -13.9% | +26.5% | -40.4% | -17.6% |
| 1Y | -21.1% | +27.0% | -48.1% | -24.7% |
| All | -7.1% | +155.4% | -162.4% | -25.5% |
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