-39.0%
U vs A
+58.7%
-97.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.5% |
| 7D | -3.8% | -1.9% | -1.9% | -2.2% |
| 30D | +17.5% | +6.9% | +10.5% | +10.4% |
| 3M | +38.7% | +9.2% | +29.5% | +27.4% |
| 6M | +104.4% | +25.7% | +78.7% | +62.4% |
| YTD | -5.7% | +11.5% | -17.2% | -16.6% |
| 1Y | +3.7% | +18.4% | -14.7% | -15.2% |
| 3Y | +12.3% | +26.6% | -14.3% | -20.6% |
| 5Y | -68.8% | -12.8% | -56.0% | -66.3% |
| All | -39.0% | +58.7% | -97.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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