+1.6%
SPOT vs IR
-16.8%
+18.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.1% |
| 7D | -0.9% | -2.8% | +1.9% | -1.1% |
| 30D | +12.5% | -15.1% | +27.6% | +11.4% |
| 3M | +9.9% | +6.1% | +3.8% | +8.6% |
| 6M | +1.6% | -16.8% | +18.4% | +2.7% |
| All | +1.6% | -16.8% | +18.4% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling