+11.4%
O vs PL
+7.9%
+3.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +3.5% | +5.6% | -2.1% | +3.6% |
| 30D | +10.4% | -16.9% | +27.4% | +10.4% |
| 3M | -2.4% | -38.2% | +35.8% | -2.7% |
| 6M | -1.2% | -63.4% | +62.2% | -1.5% |
| YTD | +10.4% | -27.6% | +38.0% | +10.4% |
| 1Y | +11.4% | +6.6% | +4.9% | +10.6% |
| All | +11.4% | +7.9% | +3.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling