+363.0%
RF vs P
+449.6%
-86.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.4% | +14.3% | +1.2% |
| 7D | -1.6% | -31.9% | +30.3% | +5.7% |
| 30D | +5.0% | -36.5% | +41.5% | +14.0% |
| 3M | -10.0% | +11.6% | -21.6% | -14.2% |
| 6M | +3.3% | +25.2% | -21.9% | -5.9% |
| YTD | +7.9% | +39.4% | -31.5% | -5.2% |
| 1Y | +21.2% | -3.7% | +24.9% | +13.9% |
| 3Y | +105.8% | +167.3% | -61.5% | +37.2% |
| 5Y | +43.7% | +237.3% | -193.6% | -13.6% |
| 10Y | +289.4% | +698.6% | -409.2% | +75.4% |
| All | +363.0% | +449.6% | -86.6% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling