-50.2%
U vs COMP
-53.0%
+2.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | +1.0% |
| 7D | +24.4% | +7.2% | +17.2% | +19.5% |
| 30D | +7.4% | +6.4% | +1.0% | +3.2% |
| 3M | +16.8% | -19.4% | +36.2% | +25.6% |
| 6M | +78.8% | +14.6% | +64.2% | +61.2% |
| YTD | +14.0% | -5.5% | +19.5% | +9.7% |
| 1Y | +16.7% | +13.7% | +3.1% | +2.9% |
| 3Y | +86.4% | +409.7% | -323.3% | -32.6% |
| 5Y | -71.5% | -17.0% | -54.4% | -79.9% |
| All | -50.2% | -53.0% | +2.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling