-58.8%
U vs COMP
-47.7%
-11.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.8% | +1.4% | -5.2% | -4.4% |
| 30D | +17.5% | -13.3% | +30.8% | +24.4% |
| 3M | +38.7% | +41.1% | -2.4% | +17.2% |
| 6M | +104.4% | +17.2% | +87.2% | +79.4% |
| YTD | -5.7% | +5.2% | -10.9% | -11.8% |
| 1Y | +3.7% | +18.9% | -15.2% | -9.6% |
| 3Y | +12.3% | +215.9% | -203.6% | -47.6% |
| 5Y | -68.8% | -31.2% | -37.6% | -76.5% |
| All | -58.8% | -47.7% | -11.1% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling