-28.6%
U vs P
+524.2%
-552.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -16.4% | +31.3% | +22.6% |
| 7D | +24.3% | -31.9% | +56.2% | +45.5% |
| 30D | +8.6% | -36.5% | +45.1% | +31.0% |
| 3M | +37.6% | +11.6% | +26.0% | +21.4% |
| 6M | +78.5% | +25.2% | +53.3% | +40.4% |
| YTD | +10.5% | +39.4% | -29.0% | -19.9% |
| 1Y | +15.2% | -3.7% | +18.9% | -1.0% |
| 3Y | +76.6% | +167.3% | -90.7% | -39.1% |
| 5Y | -67.9% | +237.3% | -305.2% | -90.6% |
| All | -28.6% | +524.2% | -552.8% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling