+219.5%
P vs PL
+459.7%
-240.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.4% | -3.8% |
| 7D | -19.4% | -11.7% | -7.6% | -17.3% |
| 30D | -22.3% | -27.1% | +4.8% | -17.6% |
| 3M | +33.2% | -44.6% | +77.8% | +48.0% |
| 6M | +53.6% | -67.2% | +120.8% | +83.3% |
| YTD | +66.8% | -35.9% | +102.6% | +74.1% |
| 1Y | +17.5% | -0.4% | +17.9% | +12.6% |
| All | +219.5% | +459.7% | -240.2% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling