-51.7%
U vs COMP
-56.6%
+4.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -8.2% | +23.1% | +18.4% |
| 7D | +24.3% | -1.8% | +26.1% | +24.4% |
| 30D | +8.6% | -0.8% | +9.3% | +7.7% |
| 3M | +37.6% | -28.1% | +65.7% | +55.6% |
| 6M | +78.5% | +27.0% | +51.5% | +50.7% |
| YTD | +10.5% | -12.8% | +23.3% | +10.4% |
| 1Y | +15.2% | +4.9% | +10.3% | +5.5% |
| 3Y | +76.6% | +321.0% | -244.4% | -30.0% |
| 5Y | -67.9% | -25.6% | -42.3% | -76.3% |
| All | -51.7% | -56.6% | +4.9% | -57.7% |
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