+340.4%
P vs COMP
-52.0%
+392.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.2% | +1.9% |
| 7D | -23.8% | +13.4% | -37.3% | -25.3% |
| 30D | -36.6% | +11.1% | -47.7% | -37.8% |
| 3M | +10.9% | -18.8% | +29.7% | +14.0% |
| 6M | +30.0% | +10.5% | +19.5% | +26.5% |
| YTD | +44.4% | -3.4% | +47.8% | +41.5% |
| 1Y | +3.9% | +19.7% | -15.8% | -1.6% |
| 3Y | +176.6% | +381.6% | -205.0% | +98.5% |
| 5Y | +249.3% | -17.6% | +266.9% | +220.1% |
| All | +340.4% | -52.0% | +392.3% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling