-6.0%
U vs ALL
+28.5%
-34.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +1.8% |
| 7D | +4.5% | -1.7% | +6.2% | +3.9% |
| 30D | -0.6% | -4.7% | +4.1% | -2.3% |
| 3M | +48.4% | +18.4% | +30.1% | +64.7% |
| 6M | +115.4% | +20.5% | +94.9% | +142.9% |
| YTD | -3.2% | +23.5% | -26.8% | +12.5% |
| 1Y | -6.0% | +29.0% | -35.0% | +11.4% |
| All | -6.0% | +28.5% | -34.6% | +11.4% |
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