+352.9%
P vs COMP
-47.7%
+400.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +6.5% | +1.4% | +5.2% | +6.3% |
| 30D | +18.8% | -13.3% | +32.2% | +21.3% |
| 3M | +26.7% | +41.1% | -14.4% | +19.6% |
| 6M | +62.2% | +17.2% | +45.0% | +55.6% |
| YTD | +48.5% | +5.2% | +43.3% | +44.2% |
| 1Y | +26.4% | +18.9% | +7.5% | +19.6% |
| 3Y | +159.4% | +215.9% | -56.5% | +99.0% |
| 5Y | +275.8% | -31.2% | +307.0% | +257.9% |
| All | +352.9% | -47.7% | +400.6% | +348.6% |
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 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