+120.5%
O vs P
+526.5%
-405.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | -0.3% |
| 7D | +0.6% | -4.7% | +5.3% | +0.8% |
| 30D | +9.4% | -31.4% | +40.9% | +12.6% |
| 3M | -2.4% | -2.6% | +0.3% | -3.1% |
| 6M | -1.9% | +21.9% | -23.8% | -5.4% |
| YTD | +10.5% | +58.9% | -48.5% | +2.7% |
| 1Y | +10.0% | +21.7% | -11.8% | +4.5% |
| 3Y | +40.5% | +193.3% | -152.8% | +12.3% |
| 5Y | +10.2% | +275.1% | -264.9% | -17.9% |
| 10Y | +82.5% | +655.3% | -572.9% | +12.5% |
| All | +120.5% | +526.5% | -405.9% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling