+80.7%
O vs IR
+288.5%
-207.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.1% |
| 30D | -1.9% | -15.1% | +13.3% | +2.1% |
| 3M | +3.8% | +6.1% | -2.2% | +1.9% |
| 6M | -4.7% | -16.8% | +12.1% | -1.1% |
| YTD | +12.5% | -3.5% | +16.0% | +12.2% |
| 1Y | +10.8% | -3.5% | +14.3% | +10.2% |
| 3Y | +28.8% | +9.5% | +19.3% | +19.6% |
| 5Y | +13.2% | +45.1% | -31.9% | -5.3% |
| All | +80.7% | +288.5% | -207.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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