+10.7%
O vs PL
+20.8%
-10.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.0% |
| 7D | +3.7% | -6.8% | +10.5% | +3.8% |
| 30D | +11.2% | -29.3% | +40.5% | +12.1% |
| 3M | -4.0% | -44.8% | +40.8% | -2.6% |
| 6M | -5.2% | -68.4% | +63.1% | -2.7% |
| YTD | +9.5% | -36.4% | +45.8% | +9.3% |
| 1Y | +10.6% | +0.7% | +9.9% | +8.3% |
| 3Y | +38.1% | +455.3% | -417.2% | +20.3% |
| All | +10.7% | +20.8% | -10.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling