+288.5%
NET vs COMP
-47.7%
+336.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -7.0% | +1.4% | -8.3% | -7.5% |
| 30D | -4.8% | -13.3% | +8.5% | -0.3% |
| 3M | +3.8% | +41.1% | -37.3% | -9.8% |
| 6M | +50.0% | +17.2% | +32.9% | +34.7% |
| YTD | +41.5% | +5.2% | +36.3% | +30.0% |
| 1Y | +32.8% | +18.9% | +13.9% | +14.1% |
| 3Y | +335.9% | +215.9% | +120.0% | +106.2% |
| 5Y | +113.8% | -31.2% | +145.0% | +61.7% |
| All | +288.5% | -47.7% | +336.2% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling