+11.4%
O vs EW
+26.8%
-15.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | +3.3% | +12.3% | -8.9% | +2.7% |
| 30D | +10.3% | +22.9% | -12.5% | +9.4% |
| 3M | -3.5% | +16.7% | -20.2% | -4.1% |
| 6M | -1.3% | +31.0% | -32.2% | -1.9% |
| YTD | +10.3% | +22.8% | -12.5% | +9.7% |
| All | +11.4% | +26.8% | -15.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling