+11.1%
PL vs COMP
-28.0%
+39.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -8.2% | -2.0% | -7.8% |
| 7D | -20.5% | -1.8% | -18.7% | -20.3% |
| 30D | -38.8% | -0.8% | -38.0% | -38.9% |
| 3M | -49.1% | -28.1% | -21.0% | -44.6% |
| 6M | -69.4% | +27.0% | -96.4% | -72.0% |
| YTD | -42.3% | -12.8% | -29.6% | -42.3% |
| 1Y | -14.2% | +4.9% | -19.1% | -18.8% |
| 3Y | +398.7% | +321.0% | +77.7% | +186.3% |
| 5Y | +11.1% | -25.6% | +36.7% | -2.3% |
| All | +11.1% | -28.0% | +39.1% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling