+39.1%
O vs ALL
+117.7%
-78.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.4% | +5.0% | -5.4% | -1.5% |
| 30D | +7.1% | +13.3% | -6.2% | +4.0% |
| 3M | -5.2% | +3.2% | -8.4% | -6.1% |
| 6M | -1.8% | +25.3% | -27.1% | -7.1% |
| YTD | +9.1% | +30.5% | -21.4% | +2.0% |
| 1Y | +9.7% | +29.2% | -19.5% | +2.8% |
| 3Y | +39.1% | +119.1% | -80.0% | +11.2% |
| All | +39.1% | +117.7% | -78.6% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling