+617.4%
NDAQ vs P
+469.1%
+148.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.2% |
| 7D | +0.8% | -23.8% | +24.6% | +3.9% |
| 30D | +16.5% | -36.6% | +53.1% | +22.4% |
| 3M | +13.5% | +10.9% | +2.6% | +10.4% |
| 6M | +20.9% | +30.0% | -9.1% | +13.9% |
| YTD | +11.4% | +44.4% | -33.0% | +2.8% |
| 1Y | +25.9% | +3.9% | +22.0% | +20.4% |
| 3Y | +119.9% | +176.6% | -56.7% | +73.6% |
| 5Y | +61.7% | +249.3% | -187.5% | +20.3% |
| 10Y | +481.6% | +726.9% | -245.3% | +275.0% |
| All | +617.4% | +469.1% | +148.3% | +366.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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