+2,452.0%
O vs A
+457.0%
+1,994.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.7% | -1.9% | +1.2% | -0.4% |
| 30D | -1.9% | +6.9% | -8.8% | -3.2% |
| 3M | +3.8% | +9.2% | -5.4% | +1.8% |
| 6M | -4.7% | +25.7% | -30.4% | -9.6% |
| YTD | +12.5% | +11.5% | +0.9% | +9.0% |
| 1Y | +10.8% | +18.4% | -7.5% | +5.9% |
| 3Y | +28.8% | +26.6% | +2.2% | +19.7% |
| 5Y | +13.2% | -12.8% | +26.0% | +11.9% |
| 10Y | +53.5% | +247.2% | -193.7% | +15.2% |
| All | +2,452.0% | +457.0% | +1,994.9% | +1,358.1% |
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 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