+14.9%
O vs PL
+82.7%
-67.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -0.7% | -9.3% | +8.6% | -0.5% |
| 30D | -1.9% | -18.9% | +17.0% | -1.4% |
| 3M | +3.8% | -58.4% | +62.2% | +6.1% |
| 6M | -4.7% | -30.3% | +25.6% | -4.6% |
| YTD | +12.5% | -8.1% | +20.6% | +11.3% |
| 1Y | +10.8% | +180.5% | -169.7% | +4.5% |
| 3Y | +28.8% | +444.1% | -415.4% | +13.6% |
| All | +14.9% | +82.7% | -67.7% | +6.5% |
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