+83.0%
PL vs COMP
-39.1%
+122.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -9.3% | +1.4% | -10.7% | -9.8% |
| 30D | -18.9% | -13.3% | -5.6% | -16.0% |
| 3M | -58.4% | +41.1% | -99.5% | -62.4% |
| 6M | -30.3% | +17.2% | -47.5% | -35.0% |
| YTD | -8.1% | +5.2% | -13.3% | -12.2% |
| 1Y | +180.5% | +18.9% | +161.6% | +156.3% |
| 3Y | +444.1% | +215.9% | +228.2% | +247.8% |
| 5Y | +83.0% | -31.2% | +114.2% | +37.8% |
| All | +83.0% | -39.1% | +122.1% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling