+1,381.0%
NET vs ALL
+196.3%
+1,184.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.0% |
| 7D | -16.4% | +7.5% | -23.9% | -17.4% |
| 30D | -25.8% | +19.7% | -45.6% | -28.2% |
| 3M | -11.5% | +2.9% | -14.4% | -12.2% |
| 6M | +18.9% | +23.5% | -4.6% | +13.5% |
| YTD | +35.2% | +31.1% | +4.1% | +27.0% |
| 1Y | +14.5% | +40.5% | -26.0% | +5.7% |
| 3Y | +313.8% | +117.1% | +196.7% | +242.5% |
| 5Y | +32.6% | +158.6% | -126.1% | +6.1% |
| All | +1,381.0% | +196.3% | +1,184.7% | +1,046.5% |
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 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