+62.9%
ON vs ALL
+118.4%
-55.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -3.3% | -1.5% | -1.8% | -3.2% |
| 3M | -43.6% | +23.6% | -67.2% | -45.5% |
| 6M | +19.0% | +22.3% | -3.4% | +15.0% |
| YTD | +37.4% | +26.5% | +10.8% | +31.7% |
| 1Y | +54.8% | +27.0% | +27.8% | +48.0% |
| 3Y | -25.2% | +149.6% | -174.8% | -43.3% |
| All | +62.9% | +118.4% | -55.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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