+88.3%
RF vs P
+158.6%
-70.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +1.3% | +6.5% | -5.2% | +0.7% |
| 30D | -3.6% | +18.8% | -22.4% | -5.5% |
| 3M | +8.1% | +26.7% | -18.7% | +4.9% |
| 6M | +11.5% | +62.2% | -50.7% | +4.2% |
| YTD | +15.6% | +48.5% | -32.9% | +8.8% |
| 1Y | +15.7% | +26.4% | -10.7% | +9.2% |
| All | +88.3% | +158.6% | -70.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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