-39.0%
U vs B
+79.8%
-118.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -3.8% | -1.6% | -2.2% | -3.3% |
| 30D | +17.5% | +9.4% | +8.0% | +13.7% |
| 3M | +38.7% | +5.0% | +33.7% | +35.6% |
| 6M | +104.4% | -3.5% | +108.0% | +103.7% |
| YTD | -5.7% | +4.5% | -10.1% | -7.8% |
| 1Y | +3.7% | +67.8% | -64.1% | -13.3% |
| 3Y | +12.3% | +196.7% | -184.4% | -22.5% |
| 5Y | -68.8% | +151.9% | -220.7% | -78.8% |
| All | -39.0% | +79.8% | -118.8% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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