+18.4%
U vs P
+19.7%
-1.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.0% | +9.9% | +6.0% |
| 7D | +7.5% | -19.4% | +26.9% | +12.4% |
| 30D | -7.0% | -22.3% | +15.3% | -2.0% |
| 3M | +20.6% | +33.2% | -12.6% | +12.1% |
| 6M | +53.2% | +53.6% | -0.5% | +33.8% |
| YTD | -3.9% | +66.8% | -70.7% | -18.8% |
| 1Y | +18.4% | +17.5% | +0.8% | +7.9% |
| All | +18.4% | +19.7% | -1.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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