+39.2%
O vs PL
+403.1%
-363.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.1% | +10.6% | +0.5% |
| 7D | +4.5% | -20.5% | +25.1% | +4.7% |
| 30D | +10.2% | -38.8% | +49.0% | +10.7% |
| 3M | -3.8% | -49.1% | +45.4% | -3.2% |
| 6M | -3.8% | -69.4% | +65.5% | -2.9% |
| YTD | +10.3% | -42.3% | +52.7% | +10.2% |
| 1Y | +11.9% | -14.2% | +26.1% | +10.7% |
| All | +39.2% | +403.1% | -363.9% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling