+14.9%
O vs P
+276.6%
-261.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -0.7% | +6.5% | -7.3% | -0.8% |
| 30D | -1.9% | +18.8% | -20.7% | -2.0% |
| 3M | +3.8% | +26.7% | -22.9% | +3.6% |
| 6M | -4.7% | +62.2% | -66.9% | -5.5% |
| YTD | +12.5% | +48.5% | -36.0% | +11.6% |
| 1Y | +10.8% | +26.4% | -15.6% | +10.1% |
| 3Y | +28.8% | +159.4% | -130.6% | +19.0% |
| All | +14.9% | +276.6% | -261.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling