+24.4%
O vs COMP
-52.0%
+76.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -1.3% |
| 7D | +3.7% | +13.4% | -9.7% | +2.9% |
| 30D | +11.2% | +11.1% | +0.1% | +10.4% |
| 3M | -4.0% | -18.8% | +14.9% | -3.1% |
| 6M | -5.2% | +10.5% | -15.7% | -6.2% |
| YTD | +9.5% | -3.4% | +12.9% | +8.5% |
| 1Y | +10.6% | +19.7% | -9.1% | +8.1% |
| 3Y | +38.1% | +381.6% | -343.5% | +19.8% |
| 5Y | +10.2% | -17.6% | +27.8% | -0.2% |
| All | +24.4% | -52.0% | +76.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling