+6.6%
O vs A
+13.9%
-7.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.3% | -4.4% | +2.1% | -2.3% |
| 30D | -2.4% | -2.7% | +0.2% | -2.5% |
| 3M | -0.6% | +7.0% | -7.6% | -0.6% |
| 6M | -5.0% | +24.6% | -29.6% | -4.7% |
| YTD | +10.4% | +7.0% | +3.4% | +10.2% |
| 1Y | +6.6% | +15.6% | -9.0% | +6.1% |
| All | +6.6% | +13.9% | -7.3% | +6.1% |
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