+82.7%
O vs P
+691.2%
-608.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +3.5% | -13.3% | +16.9% | +4.7% |
| 30D | +10.4% | -34.0% | +44.4% | +14.3% |
| 3M | -2.4% | +4.1% | -6.5% | -4.0% |
| 6M | -1.2% | +30.5% | -31.7% | -6.1% |
| YTD | +10.4% | +52.2% | -41.8% | +2.3% |
| 1Y | +11.4% | +10.3% | +1.2% | +6.5% |
| 3Y | +40.4% | +180.9% | -140.5% | +9.2% |
| 5Y | +12.1% | +259.7% | -247.6% | -19.8% |
| 10Y | +82.7% | +652.6% | -569.9% | +5.5% |
| All | +82.7% | +691.2% | -608.4% | +5.5% |
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