+2,383.9%
O vs A
+546.2%
+1,837.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +11.2% | +3.4% | +7.8% | +10.4% |
| 3M | -4.0% | +23.8% | -27.8% | -8.2% |
| 6M | -5.2% | +49.0% | -54.2% | -13.1% |
| YTD | +9.5% | +29.4% | -19.9% | +2.9% |
| 1Y | +10.6% | +19.4% | -8.8% | +5.5% |
| 3Y | +38.1% | +66.2% | -28.1% | +21.4% |
| 5Y | +10.2% | +15.8% | -5.6% | +2.9% |
| 10Y | +71.4% | +326.1% | -254.7% | +23.5% |
| All | +2,383.9% | +546.2% | +1,837.6% | +1,275.9% |
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