+99.5%
U vs ALL
+105.5%
-6.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +4.8% |
| 7D | +36.6% | -1.9% | +38.5% | +36.1% |
| 30D | +13.3% | +13.8% | -0.5% | +15.4% |
| 3M | +26.2% | -7.0% | +33.2% | +25.1% |
| 6M | +88.7% | +18.0% | +70.7% | +95.4% |
| YTD | +16.6% | +24.2% | -7.6% | +22.1% |
| 1Y | +29.0% | +31.2% | -2.2% | +35.5% |
| 3Y | +99.5% | +107.5% | -8.0% | +199.2% |
| All | +99.5% | +105.5% | -6.0% | +199.2% |
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