+11.1%
O vs PL
+11.6%
-0.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.1% | +10.6% | +0.7% |
| 7D | +4.5% | -20.5% | +25.1% | +5.1% |
| 30D | +10.2% | -38.8% | +49.0% | +11.5% |
| 3M | -3.8% | -49.1% | +45.4% | -2.2% |
| 6M | -3.8% | -69.4% | +65.5% | -1.3% |
| YTD | +10.3% | -42.3% | +52.7% | +10.4% |
| 1Y | +11.9% | -14.2% | +26.1% | +10.0% |
| 3Y | +38.1% | +398.7% | -360.6% | +20.7% |
| 5Y | +11.1% | +11.1% | -0.1% | +2.4% |
| All | +11.1% | +11.6% | -0.5% | +2.4% |
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