-49.1%
U vs COMP
-52.0%
+2.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.7% | -5.2% | +0.9% |
| 7D | +36.6% | +13.4% | +23.1% | +28.4% |
| 30D | +13.3% | +11.1% | +2.2% | +7.0% |
| 3M | +26.2% | -18.8% | +45.0% | +35.5% |
| 6M | +88.7% | +10.5% | +78.2% | +73.3% |
| YTD | +16.6% | -3.4% | +20.0% | +11.4% |
| 1Y | +29.0% | +19.7% | +9.3% | +11.5% |
| 3Y | +99.5% | +381.6% | -282.1% | -25.6% |
| 5Y | -66.1% | -17.6% | -48.5% | -76.1% |
| All | -49.1% | -52.0% | +2.9% | -57.3% |
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