+103.1%
NI vs PL
+536.4%
-433.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.5% |
| 7D | +4.3% | +10.0% | -5.7% | +4.1% |
| 30D | +12.4% | -2.3% | +14.6% | +12.3% |
| 3M | +10.2% | -44.2% | +54.4% | +11.5% |
| 6M | -0.8% | -66.1% | +65.3% | +1.3% |
| YTD | +13.2% | -30.0% | +43.2% | +12.4% |
| 1Y | +10.1% | +21.0% | -11.0% | +6.9% |
| 3Y | +103.1% | +516.5% | -413.4% | +73.5% |
| All | +103.1% | +536.4% | -433.3% | +73.5% |
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