+65.5%
T vs ALL
+117.7%
-52.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | +5.0% | -2.5% | +1.1% |
| 30D | -3.8% | +13.3% | -17.1% | -7.1% |
| 3M | -8.7% | +3.2% | -11.9% | -9.7% |
| 6M | -8.1% | +25.3% | -33.5% | -13.6% |
| YTD | -6.4% | +30.5% | -36.9% | -13.1% |
| 1Y | -9.8% | +29.2% | -39.0% | -16.0% |
| 3Y | +65.5% | +119.1% | -53.6% | +50.1% |
| All | +65.5% | +117.7% | -52.2% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling