+14,919.0%
LOW vs ALL
+3,584.0%
+11,335.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +6.4% | -3.9% | +10.3% | +8.1% |
| 30D | +25.6% | +10.6% | +15.0% | +20.8% |
| 3M | +4.6% | -4.6% | +9.1% | +6.4% |
| 6M | +2.5% | +20.2% | -17.7% | -5.4% |
| YTD | -1.6% | +23.7% | -25.3% | -10.7% |
| 1Y | +1.7% | +27.9% | -26.2% | -8.9% |
| 3Y | +29.4% | +109.2% | -79.7% | -7.5% |
| 5Y | +9.6% | +148.0% | -138.4% | -28.5% |
| 10Y | +313.3% | +363.8% | -50.4% | +107.9% |
| All | +14,919.0% | +3,584.0% | +11,335.1% | +3,709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling