+15.8%
Q vs M
+31.8%
-16.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.9% | -1.5% | -5.9% |
| 7D | -10.3% | -2.1% | -8.1% | -9.7% |
| 30D | -17.7% | +7.7% | -25.4% | -19.3% |
| 3M | -18.8% | -4.4% | -14.5% | -17.8% |
| 6M | -24.8% | +27.5% | -52.3% | -31.0% |
| YTD | +35.0% | +12.8% | +22.3% | +24.7% |
| 1Y | +10.7% | +20.7% | -10.0% | -3.5% |
| All | +15.8% | +31.8% | -16.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 all: compounded portfolio wealth divided by compounded M 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…
all analysis · Full analysis span regression · 6 months rolling