+2,460.5%
O vs EW
+7,937.2%
-5,476.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +3.7% | +11.0% | -7.3% | +1.4% |
| 30D | +11.2% | +19.1% | -7.9% | +7.0% |
| 3M | -4.0% | +14.4% | -18.3% | -6.9% |
| 6M | -5.2% | +22.8% | -28.0% | -9.7% |
| YTD | +9.5% | +19.8% | -10.3% | +4.6% |
| 1Y | +10.6% | +23.9% | -13.3% | +4.8% |
| 3Y | +38.1% | +52.2% | -14.1% | +20.9% |
| 5Y | +10.2% | -13.9% | +24.1% | +7.7% |
| 10Y | +71.4% | +241.9% | -170.5% | +22.5% |
| All | +2,460.5% | +7,937.2% | -5,476.7% | +838.9% |
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