+9.9%
O vs ALL
+29.9%
-20.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | +3.5% | -0.1% | +3.7% | +3.6% |
| 30D | +10.4% | +13.8% | -3.4% | +7.5% |
| 3M | -2.4% | -2.8% | +0.3% | -2.1% |
| 6M | -1.2% | +23.7% | -24.9% | -5.7% |
| YTD | +10.4% | +27.3% | -16.9% | +5.4% |
| All | +9.9% | +29.9% | -20.0% | +4.6% |
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