+21.4%
U vs COMP
+13.3%
+8.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | +0.1% |
| 7D | +24.4% | +7.2% | +17.2% | +20.7% |
| 30D | +7.4% | +6.4% | +1.0% | +4.2% |
| 3M | +16.8% | -19.4% | +36.2% | +23.4% |
| 6M | +78.8% | +14.6% | +64.2% | +64.9% |
| YTD | +14.0% | -5.5% | +19.5% | +44.7% |
| All | +21.4% | +13.3% | +8.2% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling