-39.0%
U vs P
+564.7%
-603.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | -3.8% | +6.5% | -10.4% | -6.9% |
| 30D | +17.5% | +18.8% | -1.4% | +5.9% |
| 3M | +38.7% | +26.7% | +12.0% | +18.8% |
| 6M | +104.4% | +62.2% | +42.2% | +46.4% |
| YTD | -5.7% | +48.5% | -54.2% | -30.1% |
| 1Y | +3.7% | +26.4% | -22.7% | -19.7% |
| 3Y | +12.3% | +159.4% | -147.1% | -57.1% |
| 5Y | -68.8% | +275.8% | -344.6% | -90.9% |
| All | -39.0% | +564.7% | -603.8% | -90.1% |
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