+163.8%
ON vs ALL
+1,925.0%
-1,761.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +4.9% | +2.7% |
| 7D | -11.7% | -1.9% | -9.7% | -10.9% |
| 30D | -23.3% | +13.8% | -37.0% | -28.4% |
| 3M | -19.2% | -7.0% | -12.2% | -17.2% |
| 6M | -40.1% | +18.0% | -58.2% | -47.1% |
| YTD | +16.9% | +24.2% | -7.3% | -0.2% |
| 1Y | +29.7% | +31.2% | -1.4% | +7.5% |
| 3Y | -4.4% | +107.5% | -111.9% | -41.3% |
| 5Y | +7.1% | +144.8% | -137.7% | -42.2% |
| 10Y | +447.2% | +375.8% | +71.4% | +110.6% |
| All | +163.8% | +1,925.0% | -1,761.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling