+82.0%
SPOT vs PL
+84.9%
-2.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | -0.9% | -9.3% | +8.4% | +0.4% |
| 30D | +12.5% | -18.9% | +31.4% | +15.5% |
| 3M | +9.9% | -58.4% | +68.3% | +22.4% |
| 6M | +1.6% | -30.3% | +31.9% | +1.4% |
| YTD | -6.6% | -8.1% | +1.5% | -12.2% |
| 1Y | -22.9% | +180.5% | -203.4% | -44.2% |
| 3Y | +244.3% | +444.1% | -199.9% | +94.1% |
| 5Y | +117.8% | +83.0% | +34.8% | +38.9% |
| All | +82.0% | +84.9% | -2.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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