+373.1%
RF vs P
+557.5%
-184.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +2.5% |
| 7D | +2.3% | -19.4% | +21.6% | +6.5% |
| 30D | +7.2% | -22.3% | +29.6% | +12.0% |
| 3M | -8.2% | +33.2% | -41.4% | -15.3% |
| 6M | +7.0% | +53.6% | -46.6% | -6.2% |
| YTD | +10.3% | +66.8% | -56.5% | -6.3% |
| 1Y | +25.1% | +17.5% | +7.5% | +13.1% |
| 3Y | +110.3% | +219.7% | -109.4% | +35.6% |
| 5Y | +47.1% | +307.8% | -260.7% | -14.8% |
| 10Y | +297.9% | +855.3% | -557.4% | +73.3% |
| All | +373.1% | +557.5% | -184.4% | +107.4% |
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