+8.0%
U vs ALL
+150.1%
-142.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.2% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +17.5% | -1.5% | +18.9% | +17.2% |
| 3M | +38.7% | +23.6% | +15.1% | +43.6% |
| 6M | +104.4% | +22.3% | +82.1% | +111.5% |
| YTD | -5.7% | +26.5% | -32.2% | -1.7% |
| 1Y | +3.7% | +27.0% | -23.3% | +8.2% |
| All | +8.0% | +150.1% | -142.1% | +16.8% |
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