+11.2%
P vs COMP
+25.5%
-14.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +5.5% |
| 7D | -9.6% | +14.5% | -24.2% | -11.1% |
| 30D | -33.4% | +14.9% | -48.3% | -34.6% |
| 3M | +14.2% | -14.2% | +28.4% | +16.3% |
| 6M | +31.6% | +23.7% | +7.8% | +27.2% |
| YTD | +53.5% | +2.1% | +51.4% | +49.9% |
| All | +11.2% | +25.5% | -14.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling