+325.3%
P vs COMP
-56.6%
+381.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.2% | -8.2% | -15.2% |
| 7D | -31.9% | -1.8% | -30.1% | -31.7% |
| 30D | -36.5% | -0.8% | -35.8% | -36.6% |
| 3M | +11.6% | -28.1% | +39.7% | +16.8% |
| 6M | +25.2% | +27.0% | -1.8% | +18.7% |
| YTD | +39.4% | -12.8% | +52.2% | +38.8% |
| 1Y | -3.7% | +4.9% | -8.6% | -6.9% |
| 3Y | +167.3% | +321.0% | -153.7% | +95.9% |
| 5Y | +237.3% | -25.6% | +262.9% | +214.0% |
| All | +325.3% | -56.6% | +381.9% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling