+78.2%
O vs P
+748.5%
-670.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.2% |
| 7D | +3.3% | -9.6% | +12.9% | +4.1% |
| 30D | +10.3% | -33.4% | +43.8% | +14.1% |
| 3M | -3.5% | +14.2% | -17.7% | -5.9% |
| 6M | -1.3% | +31.6% | -32.9% | -6.2% |
| YTD | +10.3% | +53.5% | -43.1% | +2.2% |
| 1Y | +10.4% | +14.2% | -3.8% | +5.1% |
| 3Y | +40.0% | +190.5% | -150.5% | +8.5% |
| 5Y | +12.4% | +256.3% | -244.0% | -19.2% |
| 10Y | +78.2% | +707.9% | -629.6% | +0.2% |
| All | +78.2% | +748.5% | -670.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling