+589.4%
SE vs IR
+211.7%
+377.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | -6.1% | -2.8% | -3.3% | -4.8% |
| 30D | -2.5% | -15.1% | +12.7% | +5.2% |
| 3M | +21.7% | +6.1% | +15.7% | +17.0% |
| 6M | +27.0% | -16.8% | +43.8% | +36.4% |
| YTD | -12.1% | -3.5% | -8.6% | -13.0% |
| 1Y | -40.9% | -3.5% | -37.4% | -41.8% |
| 3Y | +191.0% | +9.5% | +181.5% | +161.3% |
| 5Y | -68.3% | +45.1% | -113.4% | -74.9% |
| All | +589.4% | +211.7% | +377.7% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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