+87.5%
U vs ALL
+117.7%
-30.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.3% |
| 7D | +2.6% | +5.0% | -2.5% | +3.4% |
| 30D | +27.6% | +13.3% | +14.2% | +30.1% |
| 3M | +15.3% | +3.2% | +12.2% | +16.2% |
| 6M | +96.4% | +25.3% | +71.0% | +105.5% |
| YTD | +19.6% | +30.5% | -10.9% | +26.4% |
| 1Y | +42.1% | +29.2% | +12.9% | +50.2% |
| 3Y | +87.5% | +119.1% | -31.6% | +199.0% |
| All | +87.5% | +117.7% | -30.2% | +199.0% |
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