+25.4%
O vs COMP
-49.2%
+74.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.5% |
| 7D | +3.3% | +14.5% | -11.2% | +2.5% |
| 30D | +10.3% | +14.9% | -4.6% | +9.4% |
| 3M | -3.5% | -14.2% | +10.8% | -2.9% |
| 6M | -1.3% | +23.7% | -25.0% | -2.9% |
| YTD | +10.3% | +2.1% | +8.2% | +9.0% |
| 1Y | +10.4% | +26.2% | -15.8% | +7.6% |
| 3Y | +40.0% | +470.9% | -430.9% | +20.2% |
| 5Y | +12.4% | -14.0% | +26.4% | +1.5% |
| All | +25.4% | -49.2% | +74.6% | +14.8% |
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