+449.1%
PL vs COMP
+215.9%
+233.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -34.7% |
| YTD | -8.1% | +5.2% | -13.3% | -11.9% |
| 1Y | +180.5% | +18.9% | +161.6% | +157.6% |
| All | +449.1% | +215.9% | +233.2% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling