+27.8%
O vs COMP
-47.7%
+75.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -1.9% | -13.3% | +11.4% | -1.2% |
| 3M | +3.8% | +41.1% | -37.3% | +1.7% |
| 6M | -4.7% | +17.2% | -21.9% | -6.2% |
| YTD | +12.5% | +5.2% | +7.3% | +11.1% |
| 1Y | +10.8% | +18.9% | -8.1% | +8.4% |
| 3Y | +28.8% | +215.9% | -187.1% | +14.9% |
| 5Y | +13.2% | -31.2% | +44.4% | +3.6% |
| All | +27.8% | -47.7% | +75.5% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling