+11.3%
O vs ALL
+42.7%
-31.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.3% |
| 7D | +5.8% | +7.5% | -1.7% | +4.1% |
| 30D | +10.7% | +19.7% | -9.1% | +6.5% |
| 3M | -4.5% | +2.9% | -7.4% | -5.5% |
| 6M | -4.1% | +23.5% | -27.6% | -8.8% |
| YTD | +9.8% | +31.1% | -21.3% | +4.0% |
| 1Y | +11.3% | +40.5% | -29.2% | +4.3% |
| All | +11.3% | +42.7% | -31.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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