+99.5%
U vs P
+175.5%
-76.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +4.5% |
| 7D | +36.6% | -23.8% | +60.4% | +45.6% |
| 30D | +13.3% | -36.6% | +49.9% | +27.7% |
| 3M | +26.2% | +10.9% | +15.3% | +17.6% |
| 6M | +88.7% | +30.0% | +58.8% | +62.2% |
| YTD | +16.6% | +44.4% | -27.8% | -4.4% |
| 1Y | +29.0% | +3.9% | +25.0% | +15.8% |
| 3Y | +99.5% | +176.6% | -77.1% | +17.8% |
| All | +99.5% | +175.5% | -76.0% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling