+89.1%
U vs COMP
+309.8%
-220.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -8.2% | +23.1% | +17.4% |
| 7D | +24.3% | -1.8% | +26.1% | +24.3% |
| 30D | +8.6% | -0.8% | +9.3% | +7.9% |
| 3M | +37.6% | -28.1% | +65.7% | +50.6% |
| 6M | +78.5% | +27.0% | +51.5% | +58.2% |
| YTD | +10.5% | -12.8% | +23.3% | +12.9% |
| 1Y | +15.2% | +4.9% | +10.3% | +10.8% |
| All | +89.1% | +309.8% | -220.7% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling