+2,530.7%
O vs EW
+6,974.1%
-4,443.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.9% | +1.0% | -2.9% | -2.1% |
| 3M | +3.8% | +2.8% | +1.0% | +3.1% |
| 6M | -4.7% | +5.5% | -10.2% | -6.2% |
| YTD | +12.5% | +5.5% | +7.0% | +10.6% |
| 1Y | +10.8% | +11.0% | -0.2% | +7.5% |
| 3Y | +28.8% | +17.7% | +11.1% | +19.4% |
| 5Y | +13.2% | -25.7% | +38.9% | +14.3% |
| 10Y | +53.5% | +132.8% | -79.3% | +18.4% |
| All | +2,530.7% | +6,974.1% | -4,443.4% | +892.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling