-38.7%
NOW vs ALL
+42.7%
-81.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -27.5% | +7.5% | -35.1% | -27.9% |
| 30D | -20.0% | +19.7% | -39.8% | -21.9% |
| 3M | -7.9% | +2.9% | -10.8% | -7.9% |
| 6M | +18.3% | +23.5% | -5.2% | +19.3% |
| YTD | -29.0% | +31.1% | -60.1% | -28.3% |
| 1Y | -38.7% | +40.5% | -79.2% | -37.7% |
| All | -38.7% | +42.7% | -81.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling