+167.1%
P vs PL
+403.1%
-236.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -10.1% | -6.3% | -14.4% |
| 7D | -31.9% | -20.5% | -11.3% | -28.5% |
| 30D | -36.5% | -38.8% | +2.3% | -30.2% |
| 3M | +11.6% | -49.1% | +60.7% | +26.4% |
| 6M | +25.2% | -69.4% | +94.6% | +52.1% |
| YTD | +39.4% | -42.3% | +81.8% | +49.0% |
| 1Y | -3.7% | -14.2% | +10.5% | -4.8% |
| All | +167.1% | +403.1% | -236.0% | +76.5% |
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