+1,449.6%
NET vs P
+462.2%
+987.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.6% |
| 7D | -7.0% | +6.5% | -13.5% | -9.6% |
| 30D | -4.8% | +18.8% | -23.6% | -13.1% |
| 3M | +3.8% | +26.7% | -22.9% | -9.2% |
| 6M | +50.0% | +62.2% | -12.1% | +13.8% |
| YTD | +41.5% | +48.5% | -7.0% | +10.9% |
| 1Y | +32.8% | +26.4% | +6.4% | +7.7% |
| 3Y | +335.9% | +159.4% | +176.5% | +116.0% |
| 5Y | +113.8% | +275.8% | -162.0% | -8.8% |
| All | +1,449.6% | +462.2% | +987.4% | +435.5% |
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