+21.4%
U vs PL
+8.1%
+13.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +24.4% | +5.6% | +18.7% | +23.2% |
| 30D | +7.4% | -16.9% | +24.3% | +9.6% |
| 3M | +16.8% | -38.2% | +55.0% | +23.4% |
| 6M | +78.8% | -63.4% | +142.2% | +98.6% |
| YTD | +14.0% | -27.6% | +41.6% | +9.4% |
| All | +21.4% | +8.1% | +13.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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