-67.2%
PL vs COMP
+37.2%
-104.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -8.5% |
| 7D | -11.7% | +9.5% | -21.2% | -14.2% |
| 30D | -27.1% | +8.1% | -35.2% | -29.1% |
| 3M | -44.6% | -16.3% | -28.3% | -42.2% |
| 6M | -67.2% | +42.2% | -109.4% | -70.6% |
| All | -67.2% | +37.2% | -104.3% | -70.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling