+235.9%
NI vs P
+469.1%
-233.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.9% |
| 7D | -0.9% | -23.8% | +22.9% | +0.5% |
| 30D | +9.6% | -36.6% | +46.3% | +12.4% |
| 3M | +2.5% | +10.9% | -8.4% | +1.1% |
| 6M | -5.8% | +30.0% | -35.8% | -8.4% |
| YTD | +8.6% | +44.4% | -35.8% | +4.4% |
| 1Y | +6.0% | +3.9% | +2.0% | +3.8% |
| 3Y | +91.0% | +176.6% | -85.6% | +68.7% |
| 5Y | +104.8% | +249.3% | -144.5% | +73.7% |
| 10Y | +176.7% | +726.9% | -550.2% | +106.8% |
| All | +235.9% | +469.1% | -233.2% | +152.2% |
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