+9.2%
O vs P
+286.6%
-277.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.5% |
| 7D | -0.4% | +17.8% | -18.2% | -0.4% |
| 30D | +8.3% | -29.9% | +38.1% | +8.4% |
| 3M | -4.0% | -1.2% | -2.8% | -4.1% |
| 6M | -2.6% | +32.1% | -34.8% | -3.0% |
| YTD | +9.9% | +64.3% | -54.4% | +8.8% |
| 1Y | +9.8% | +24.3% | -14.4% | +9.4% |
| 3Y | +39.7% | +203.2% | -163.5% | +28.0% |
| 5Y | +9.2% | +290.4% | -281.3% | -4.8% |
| All | +9.2% | +286.6% | -277.4% | -4.8% |
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