+68.4%
RF vs COMP
-56.6%
+125.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.0% | -1.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +5.0% | -0.8% | +5.8% | +4.9% |
| 3M | -10.0% | -28.1% | +18.2% | -6.6% |
| 6M | +3.3% | +27.0% | -23.7% | -1.1% |
| YTD | +7.9% | -12.8% | +20.7% | +7.5% |
| 1Y | +21.2% | +4.9% | +16.3% | +17.8% |
| 3Y | +105.8% | +321.0% | -215.2% | +61.5% |
| 5Y | +43.7% | -25.6% | +69.3% | +26.4% |
| All | +68.4% | -56.6% | +125.1% | +57.1% |
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