+99.8%
NI vs PL
+557.6%
-457.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.5% | +5.6% | -4.1% | +1.3% |
| 30D | +11.9% | -16.9% | +28.8% | +12.2% |
| 3M | +9.1% | -38.2% | +47.4% | +10.2% |
| 6M | -1.8% | -63.4% | +61.7% | +0.2% |
| YTD | +11.4% | -27.6% | +39.0% | +10.5% |
| 1Y | +6.4% | +6.6% | -0.2% | +3.8% |
| All | +99.8% | +557.6% | -457.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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