+93.0%
NI vs PL
+84.9%
+8.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.6% |
| 7D | +2.0% | -9.3% | +11.3% | +2.3% |
| 30D | -3.5% | -18.9% | +15.4% | -3.1% |
| 3M | -9.1% | -58.4% | +49.3% | -7.3% |
| 6M | -11.8% | -30.3% | +18.5% | -11.8% |
| YTD | +1.1% | -8.1% | +9.2% | 0.0% |
| 1Y | +6.7% | +180.5% | -173.8% | +1.0% |
| 3Y | +71.1% | +444.1% | -373.1% | +53.5% |
| 5Y | +94.3% | +83.0% | +11.3% | +75.2% |
| All | +93.0% | +84.9% | +8.1% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling