+327.1%
NET vs COMP
+215.9%
+111.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -7.0% | +1.4% | -8.3% | -7.2% |
| 30D | -4.8% | -13.3% | +8.5% | -2.6% |
| 3M | +3.8% | +41.1% | -37.3% | -2.9% |
| 6M | +50.0% | +17.2% | +32.9% | +42.9% |
| YTD | +41.5% | +5.2% | +36.3% | +36.2% |
| 1Y | +32.8% | +18.9% | +13.9% | +23.9% |
| All | +327.1% | +215.9% | +111.2% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling