+11.3%
O vs A
+24.4%
-13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +3.0% |
| 7D | +5.8% | -2.4% | +8.2% | +5.7% |
| 30D | +10.7% | +3.6% | +7.1% | +10.8% |
| 3M | -4.5% | +27.5% | -32.0% | -3.9% |
| 6M | -4.1% | +58.5% | -62.6% | -2.9% |
| YTD | +9.8% | +31.2% | -21.4% | +9.8% |
| 1Y | +11.3% | +22.2% | -10.9% | +12.0% |
| All | +11.3% | +24.4% | -13.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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