+44.2%
T vs IR
+322.3%
-278.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +1.0% | +3.7% | -2.6% | +0.4% |
| 30D | -10.6% | +7.4% | -18.1% | -11.9% |
| 3M | -7.7% | -5.9% | -1.8% | -6.9% |
| 6M | -13.3% | +5.6% | -18.9% | -14.6% |
| YTD | -8.8% | +4.8% | -13.6% | -10.6% |
| 1Y | -8.4% | +6.9% | -15.3% | -10.7% |
| 3Y | +59.6% | +27.6% | +32.1% | +44.8% |
| 5Y | +52.1% | +45.8% | +6.3% | +30.6% |
| All | +44.2% | +322.3% | -278.1% | -5.9% |
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