+5,387.7%
O vs ALL
+4,418.9%
+968.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | -1.9% | -1.5% | -0.4% | -1.5% |
| 3M | +3.8% | +23.6% | -19.8% | -4.7% |
| 6M | -4.7% | +22.3% | -27.1% | -12.4% |
| YTD | +12.5% | +26.5% | -14.0% | +1.7% |
| 1Y | +10.8% | +27.0% | -16.2% | -0.3% |
| 3Y | +28.8% | +149.6% | -120.8% | -13.0% |
| 5Y | +13.2% | +118.1% | -104.9% | -21.6% |
| 10Y | +53.5% | +369.0% | -315.5% | -21.7% |
| All | +5,387.7% | +4,418.9% | +968.8% | +1,628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling