+14.5%
NET vs COMP
+23.8%
-9.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -3.3% |
| 7D | -16.4% | +9.5% | -25.8% | -17.1% |
| 30D | -25.8% | +8.1% | -33.9% | -26.4% |
| 3M | -11.5% | -16.3% | +4.8% | -10.0% |
| 6M | +18.9% | +42.2% | -23.3% | +12.5% |
| YTD | +35.2% | -5.0% | +40.2% | +26.0% |
| 1Y | +14.5% | +20.1% | -5.6% | +6.1% |
| All | +14.5% | +23.8% | -9.3% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling