-69.4%
U vs ALL
+118.4%
-187.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +17.5% | -1.5% | +18.9% | +17.7% |
| 3M | +38.7% | +23.6% | +15.1% | +33.7% |
| 6M | +104.4% | +22.3% | +82.1% | +97.0% |
| YTD | -5.7% | +26.5% | -32.2% | -10.1% |
| 1Y | +3.7% | +27.0% | -23.3% | -1.7% |
| 3Y | +12.3% | +149.6% | -137.3% | -20.8% |
| All | -69.4% | +118.4% | -187.9% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling