+5,387.7%
O vs M
+309.6%
+5,078.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | -0.7% | +4.7% | -5.5% | -1.7% |
| 30D | -1.9% | -9.6% | +7.8% | +0.1% |
| 3M | +3.8% | +0.9% | +3.0% | +3.2% |
| 6M | -4.7% | +22.3% | -27.0% | -9.4% |
| YTD | +12.5% | +6.5% | +6.0% | +9.5% |
| 1Y | +10.8% | +38.8% | -27.9% | +1.6% |
| 3Y | +28.8% | +115.9% | -87.1% | +0.9% |
| 5Y | +13.2% | +28.6% | -15.4% | -8.7% |
| 10Y | +53.5% | -2.5% | +56.0% | +7.8% |
| All | +5,387.7% | +309.6% | +5,078.2% | +2,298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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