-39.0%
U vs ALL
+223.5%
-262.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.8% |
| 6M | +104.4% | +22.3% | +82.1% | +98.7% |
| YTD | -5.7% | +26.5% | -32.2% | -9.1% |
| 1Y | +3.7% | +27.0% | -23.3% | -0.5% |
| 3Y | +12.3% | +149.6% | -137.3% | -13.5% |
| 5Y | -68.8% | +118.1% | -186.9% | -75.2% |
| All | -39.0% | +223.5% | -262.6% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling