-6.4%
T vs ALL
+42.7%
-49.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.0% |
| 7D | +5.5% | +7.5% | -2.1% | +2.7% |
| 30D | -8.9% | +19.7% | -28.7% | -14.2% |
| 3M | -5.6% | +2.9% | -8.5% | -6.9% |
| 6M | -14.3% | +23.5% | -37.8% | -19.9% |
| YTD | -7.9% | +31.1% | -39.1% | -16.1% |
| 1Y | -6.4% | +40.5% | -46.9% | -17.2% |
| All | -6.4% | +42.7% | -49.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling