+14.9%
O vs ALL
+118.4%
-103.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | -1.9% | -1.5% | -0.4% | -1.6% |
| 3M | +3.8% | +23.6% | -19.8% | -1.6% |
| 6M | -4.7% | +22.3% | -27.1% | -9.6% |
| YTD | +12.5% | +26.5% | -14.0% | +5.8% |
| 1Y | +10.8% | +27.0% | -16.2% | +3.9% |
| 3Y | +28.8% | +149.6% | -120.8% | +1.1% |
| All | +14.9% | +118.4% | -103.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling