+2,406.2%
O vs A
+554.3%
+1,851.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +9.4% | +3.3% | +6.1% | +8.6% |
| 3M | -2.4% | +18.5% | -20.9% | -5.8% |
| 6M | -1.9% | +59.3% | -61.2% | -11.1% |
| YTD | +10.5% | +31.0% | -20.6% | +3.6% |
| 1Y | +10.0% | +19.3% | -9.3% | +4.9% |
| 3Y | +40.5% | +66.8% | -26.3% | +23.4% |
| 5Y | +10.2% | +15.5% | -5.3% | +3.0% |
| 10Y | +82.5% | +312.3% | -229.9% | +32.2% |
| All | +2,406.2% | +554.3% | +1,851.8% | +1,284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling